Changes

Jump to navigation Jump to search
no edit summary
Line 1: Line 1: −
{{math-h}}
+
'''Standard deviation''' is a measure in [[statistics]] of the [[dispersion]] of a set of values (represented as <math>X</math>).  It is defined as the square root of the [[variance:Probability and Statistics|variance]] of these values, where variance is defined as
 
  −
'''Standard deviation''' is a measure in [[Statistics|statistics]] of the [[dispersion]] of a set of values (represented as <math>X</math>).  It is defined as the square root of the [[variance:Probability and Statistics|variance]] of these values, where variance is defined as
      
:<math>\sigma^2 = \operatorname{E}[(X-\operatorname{E}[X])^2] = \operatorname{E}[X^2] - (\operatorname{E}[X])^2</math>
 
:<math>\sigma^2 = \operatorname{E}[(X-\operatorname{E}[X])^2] = \operatorname{E}[X^2] - (\operatorname{E}[X])^2</math>
Line 18: Line 16:     
which is the formula for a [[point estimate]] of the true standard deviation from a sample size of ''n''.  As such this [[statistical estimator]] itself has a variance which, as the formula indicates, decreases as the sample size increases.
 
which is the formula for a [[point estimate]] of the true standard deviation from a sample size of ''n''.  As such this [[statistical estimator]] itself has a variance which, as the formula indicates, decreases as the sample size increases.
 +
<br />
 +
<br />
 +
{{math-h}}
      −
 
+
[[Category:Probability and Statistics]]
[[category:Probability and Statistics]]
   
[[Category:Mathematics]]
 
[[Category:Mathematics]]
Siteadmin, Check users, oversight, Administrators
350,910

edits

Navigation menu