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Needs:
Covariance ›
Real Square Roots ›
Needed by:
Correlation ›
Links:
Sheet PDF ›
Graph PDF ›

Standard Deviation

Definition

The standard deviation of a real-valued random variable is the square root of its variance.

Notation

Let $f$ be an integrable real-valued random variable. Denote the standard deviation of $f$ by $\std(f)$. We have defined it

\[ \std(f) = \sqrt{\var(f)}. \]

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