# 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^{} |