Probability & Distributions

Standard Deviation

The standard deviation is the square root of the variance, which puts the measure of spread back into the same units as the data itself. It answers, roughly, “how far from the average is a typical value?”

Because it shares the data's units (dollars, centimeters, seconds), it is the everyday way people report variability and the natural ruler for the bell curve. Do not confuse it with the standard error (標準誤), which describes the variability of a sample average rather than the spread of individual values.

Also called
SD