standard deviation


Given a random variableMathworldPlanetmath X, the standard deviationMathworldPlanetmath of X is defined as
SD[X]=Var[X].

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

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 VarianceMathworldPlanetmath