standard deviationStandardDeviation2001-10-26 02:40:222004-02-12 16:32:21Definition\usepackage{amssymb}
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Given a random variable $X$, the \textbf{standard deviation} of $X$ is defined as\\
$SD[X] = \sqrt{\Var[X]}$.\\
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The standard deviation is a measure of the variation of $X$ around the expected value.