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standard deviation
standard deviationn. Abbr. SD A statistic used as a measure of the dispersion or variation in a distribution or set of data, equal to the square root of the arithmetic mean of the squares of the deviations from the arithmetic mean.standard deviation n (Statistics) statistics a measure of dispersion obtained by extracting the square root of the mean of the squared deviations of the observed values from their mean in a frequency distribution stand′ard devia′tion n. Statistics. a measure of dispersion in a frequency distribution, equal to the square root of the mean of the squares of the deviations from the arithmetic mean of the distribution. ThesaurusNoun | 1. | standard deviation - the square root of the variancestatistics - a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parametersvariance - the second moment around the mean; the expected value of the square of the deviations of a random variable from its mean value | Translationsstandard deviation
standard deviation[′stan·dərd ‚dē·vē′ā·shən] (statistics) The positive square root of the expected value of the square of the difference between a random variable and its mean. standard deviation see MEASURES OF DISPERSION.standard deviation (statistics)(SD) A measure of the range of values in a set ofnumbers. Standard deviation is a statistic used as a measureof the dispersion or variation in a distribution, equal to thesquare root of the arithmetic mean of the squares of thedeviations from the arithmetic mean.
The standard deviation of a random variable or list of numbers(the lowercase greek sigma) is the square of the variance.The standard deviation of the list x1, x2, x3...xn is given bythe formula:
sigma = sqrt(((x1-(avg(x)))^2 + (x1-(avg(x)))^2 +... + (xn(avg(x)))^2)/n)
The formula is used when all of the values in the populationare known. If the values x1...xn are a random sample chosenfrom the population, then the sample Standard Deviation iscalculated with same formula, except that (n-1) is used as thedenominator.
[dictionary.com].
["Barrons Dictionary of Mathematical Terms, second edition"].standard deviationIn statistics, the average amount a number varies from the average number in a series of numbers.standard deviation
deviation [de″ve-a´shun] 1. a turning away from the regular standard or course.2. in ophthalmology, strabismus.3. in statistics, the difference between a sample value and the mean.axis deviation an axis shift in the frontal plane, as seen on an electrocardiogram. There are three types: Left, from −30° to −90°; Right, from +90° to +180°; and Undetermined, which may be either extreme left or extreme right, from −90° to +180°.conjugate deviation dysfunction of the ocular muscles causing the two eyes to diverge to the same side when at rest.sexual deviation sexual behavior or fantasy outside that which is morally, biologically, or legally sanctioned, often specifically one of the paraphilias" >paraphilias.standard deviation (SD) the dispersion of a random variable; a measure of the amount by which each value deviates from the mean. It is equal to the square root of the variance. For data that have a normal distribution, about 68 per cent of the data points fall within (plus or minus) one standard deviation from the mean and about 95 per cent fall within (plus or minus) two standard deviations. Symbol σ.ulnar deviation a hand deformity, seen in chronic arthritis" >rheumatoid arthritis and lupus erythematosus, in which swelling of the metacarpophalangeal joints causes the fingers to become displaced to the ulnar side. Called also ulnar drift. See illustration. Ulnar deviation (ulnar drift) of the metacarpophalangeal joint, a characteristic sign of rheumatoid arthritis. From Pedretti and Early, 2001.stan·dard de·vi·a·tion (SD, σ), 1. statistical index of the degree of deviation from central tendency, namely, of the variability within a distribution; the square root of the average of the squared deviations from the mean. 2. a measure of dispersion or variation used to describe a characteristic of a frequency distribution. standard deviation A statistical term that indicates the relative variability of a value around its mean; the square root of variance.standard deviation Square root of the variance Statistics The most widely used measure of the dispersion of a set of values about a mean, which is equal to the positive square root of the variance, where a graphic representation of the data points is described by a curve with Gaussian distribution–GD–ie, bell-shaped. See Gaussian curve. stan·dard de·vi·a·tion (σ, SD) (stan'dărd dē'vē-ā'shŭn) 1. Statistical index of the degree of deviation from central tendency, namely, of the variability within a distribution; the square root of the average of the squared deviations from the mean. 2. A measure of dispersion or variation used to describe a characteristic of a frequency distribution. standard deviation A measure of dispersion widely used in statistics. Standard deviation is the square root of the arithmetic average of the squares of the deviations of the members of a sample from the mean.standard deviation (S) a measure of the variation in a sample, calculated as the square root of the VARIANCE. Mean values are often followed by the standard deviation.see STANDARD ERROR.Standard deviationA measure of the distribution of scores around the average (mean). In a normal distribution, two standard deviations above and below the mean includes about 95% of all samples.Mentioned in: Stanford-Binet Intelligence Scales, Wechsler Intelligence Teststan·dard de·vi·a·tion(SD) (stan'dărd dē'vē-ā'shŭn) 1. Statistical index of degree of deviation from central tendency, namely, of variability within a distribution; square root of average of squared deviations from mean. 2. Measure of dispersion or variation used to describe a characteristic of a frequency distribution. LegalSeedeviationStandard deviation
Standard deviationThe square root of the variance. A measure of dispersion of a set of data from its mean.Historical VolatilityA measure of a security's stability over a given period of time. While there are various ways to calculate it, the most common way is to compute the average deviation from the average price over the period of time one wishes to measure. The historical volatility is often compared to the implied volatility to determine if a security is overvalued or undervalued. Generally, securities with a higher historical volatility carry more risk. It is also called realized volatility or the standard deviation. See also: Volatility.standard deviation A statistical measure of the variability of a distribution. An analyst may wish to calculate the standard deviation of historical returns on a stock or a portfolio as a measure of the investment's riskiness. The higher the standard deviation of an investment's returns, the greater the relative riskiness because of uncertainty in the amount of return. See also risk, variance.Standard deviation.Standard deviation is a statistical measurement of how far a variable quantity, such as the price of a stock, moves above or below its average value. The wider the range, which means the greater the standard deviation, the riskier an investment is considered to be. Some analysts use standard deviation to predict how a particular investment or portfolio will perform. They calculate the range of the investment's possible future performances based on a history of past performance, and then estimate the probability of meeting each performance level within that range. AcronymsSeestandardstandard deviation Related to standard deviation: varianceWords related to standard deviationnoun the square root of the varianceRelated Words |