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* The higher the value the more widely distributed are the variable data values around the mean.
 
* The higher the value the more widely distributed are the variable data values around the mean.
  
* Assuming the frequency distributions approximately normal, about 68% of all observations are within <math> +/-\ 1 </math> standard deviation.
+
* Assuming the frequency distributions approximately normal, about <math>68%</math> of all observations are within <math> +/-\ 1 </math> standard deviation.
  
 
* Approximately <math>95%</math> of all observations fall within two standard deviations of the mean (if data is normally distributed).
 
* Approximately <math>95%</math> of all observations fall within two standard deviations of the mean (if data is normally distributed).

Revision as of 20:52, 13 December 2020

Standard Deviation

https://statistics.laerd.com/statistical-guides/measures-of-spread-standard-deviation.php

The standard deviation is a measure of the spread of scores within a set of data. Usually, we are interested in the standard deviation of a population. However, as we are often presented with data from a sample only, we can estimate the population standard deviation from a sample standard deviation. These two standard deviations - sample and population standard deviations - are calculated differently. In statistics, we are usually presented with having to calculate sample standard deviations, and so this is what this article will focus on, although the formula for a population standard deviation will also be shown.



Population standard deviation ()



Sample standard deviation formula (Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://en.wikipedia.org/api/rest_v1/":): {\displaystyle s} )

Sometimes our data is only a sample of the whole population. In this case, we can still estimate the Standard deviation; but when we use a sample as an estimate of the whole population, the Standard deviation formula changes to this:




  • The Standard Deviation is the square root of the variance.
  • This measure is the most widely used to express deviation from the mean in a variable.
  • The higher the value the more widely distributed are the variable data values around the mean.
  • Assuming the frequency distributions approximately normal, about of all observations are within standard deviation.
  • Approximately of all observations fall within two standard deviations of the mean (if data is normally distributed).