Definition:Standard Deviation

Definition

Let $X$ be a random variable.

Then the standard deviation of $X$, written $\sigma_X$ or $\sigma$, is defined as the principal square root of the variance of $X$:

$\sigma_X := \sqrt {\var X}$

Sources

• 2014: Christopher Clapham and James Nicholson: The Concise Oxford Dictionary of Mathematics (5th ed.) ... (previous) ... (next): standard deviation