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This article/section deals with mathematical concepts appropriate for late high school or early college. |
Standard deviation is a measure in statistics of the dispersion of a set of values (represented as 
). It is defined as the square root of the variance of these values, where variance is defined as
where the expected value of X is E(X).
Thus the standard deviation is
The formula for standard deviation must not be confused with the formula
which is the formula for an estimator of the true standard deviation from a sample size of n. As such this estimator itself has a variance which, as the formula indicates, decreases as the sample size increases.