Standard deviation wikipedia - Search
Open links in new tab
  1. Relationship with standard error and statistical significance

    The standard deviation of a population or sample and the standard error of a statistic (e.g., of the sample mean) are quite … See more

    Standard deviation - Wikipedia

    • In statistics, the standard deviation is a measure of the amount of variation of the values of a variable about its mean. A low standard deviation indicates that the values tend to be close to the mean (also called the expected value) of the set, while a high standard deviation indicates that the values are spread out over a wider range. The standard deviation is commo… See more

    Basic examples

    Suppose that the entire population of interest is eight students in a particular class. For a finite set of numbers, the population standard deviation is found by taking the square root of the average of the squared de… See more

    Definition of population values

    Let μ be the expected value (the average) of random variable X with density f(x): The standard deviation σ of X is defined as which can be shown to equal
    Using words, the standard deviation is the square roo… See more

    Estimation

    One can find the standard deviation of an entire population in cases (such as standardized testing) where every member of a population is sampled. In cases where that cannot be done, the standard deviation σ is estimat… See more

    Identities and mathematical properties

    The standard deviation is invariant under changes in location, and scales directly with the scale of the random variable. Thus, for a constant c and random variables X and Y:
    The standard deviation of the sum of two random var… See more

    Interpretation and application

    A large standard deviation indicates that the data points can spread far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
    For exampl… See more

    Standard deviation matrix

    The standard deviation matrix is the extension of the standard deviation to multiple dimensions. It is the symmetric square root of the covariance matrix .
    linearly scales a random vector in multiple dimension… See more

     
    Kizdar net | Kizdar net | Кыздар Нет