Closely related to the standard deviation is the variance, which is simply the standard deviation squared.
A standard deviation can frequently be interpreted as a typical deviation from the mean.
You should know in principle how to compute the standard deviation by hand with small examples, but should learn to use you calculator for most calculations.
To calculate it, do the operations root-mean-square in opposite order.
To computer the standard deviation of a sample, the procedure is exactly the same, except that in step 3, the division is by n-1 instead of n.
The notation for the sample standard deviation is s.
The notation for the population and sample variances are respectively sigma^2 ans s^2. They are computed by simply not taking the square root in step 4.
Example: Find the standard deviation of the numbers
4 6 2 9 2The mean of these numbers is 4.6.
A table can be used to assist in the calculations.
xi (xi - x-bar) (xi - x-bar)^2 ---------------------------------- 4 -0.6 0.36 6 1.4 1.96 2 -2.6 6.76 9 4.4 19.36 2 -2.6 6.76 ---------------------------------- 0.0 35.20The population variance, sigma^2, is 35.20/5 = 7.04.
The population standard deviation, sigma, is square root(7.04) = 2.65.
The sample variance, s^2, is 35.20/4 = 8.80.
The sample standard deviation, s, is square root(8.8) = 2.97.
Leave time to do this example using a calculator.
In the above example, some of the observation are closer than a single standard deviation (about 2.5 or 3) to the the mean, while others are farther away.
No observation is as far as 3 standard deviations (about 9) from the mean.
Bret Larget, larget@mathcs.duq.edu