# standard deviation

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

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