Standard Deviation

151. Standard Deviation

Quantifies the amount of variation or dispersion in a set of data points

\begin{aligned} 𝜎 & = \sqrt{𝜎^{2}} \\ 𝜎 & = \sqrt{\frac{1}{𝑁} \sum_{𝑖 = 1}^{𝑁} {(𝑥_{𝑖} - 𝜇)}^{2}} \end{aligned}

\begin{aligned} 𝑠 & = \sqrt{𝑠^{2}} \\ 𝑠 & = \sqrt{\frac{1}{𝑛 - 1} \sum_{𝑖 = 1}^{𝑁} {(𝑥_{𝑖} - \bar{𝑥})}^{2}} \end{aligned}