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standard deviation (Definition)

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

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




"standard deviation" is owned by mathcam. [ full author list (2) | owner history (1) ]
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See Also: variance

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Cross-references: expected value, variation, random variable
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This is version 4 of standard deviation, born on 2001-10-26, modified 2004-02-12.
Object id is 511, canonical name is StandardDeviation.
Accessed 13736 times total.

Classification:
AMS MSC60E05 (Probability theory and stochastic processes :: Distribution theory :: Distributions: general theory)

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