Standard deviation

The standard deviation of the distribution is a characteristic of the dispersion of this distribution in the space of real numbers. The greater the standard deviation the larger the dispersion:

Ecart type

Blue: Standard deviation = 1/Green: Standard deviation = 3

The exact calculation of the distribution equation of the standard distribution is given by:

ecart type général

Actually, like the average calculation, we rarely know the distribution of the equation but we do have a series of values. We therefore calculate an approximation of the standard deviation by calculating:

ecart type2

  • n: total number of values