standard deviation

Given a random variable $X$, the standard deviation of $X$ is defined as
$SD[X]=\sqrt{\mathrm{Var}[X]}$.

The standard deviation is a measure of the variation of $X$ around the expected value.

Title	standard deviation
Canonical name	StandardDeviation
Date of creation	2013-03-22 11:53:49
Last modified on	2013-03-22 11:53:49
Owner	mathcam (2727)
Last modified by	mathcam (2727)
Numerical id	9
Author	mathcam (2727)
Entry type	Definition
Classification	msc 60E05
Classification	msc 46L05
Classification	msc 82-00
Classification	msc 83-00
Classification	msc 81-00
Classification	msc 22A22
Related topic	Variance