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Sample Standard Deviation


The sample standard deviation of observations x_1,...,x_n is the positive square root of the sample variance,

 s=sqrt(1/(n-1)sum_(i=1)^n(x_i-x^_)^2),

where

 x^_=1/nsum_(i=1)^nx_i

is the sample mean. The divisor n-1 makes s^2 an unbiased estimator of the population variance for independent and identically distributed observations. The standard deviation s itself is generally not unbiased for the population standard deviation.


See also

Population Standard Deviation, Sample Variance, Standard Deviation

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References

Casella, G. and Berger, R. L. Statistical Inference, 2nd ed. Pacific Grove, CA: Duxbury, 2002.

Cite this as:

Weisstein, Eric W. "Sample Standard Deviation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SampleStandardDeviation.html

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