Standard Deviation Formula

Standard Deviation

Formula

Summary

This formula calculates the standard deviation of a normal distribution from population data. See the sample standard deviation formula for calculating the standard deviation from sample data. The difference between population and sample data is that a sample represents a subset of the whole population.

Expression Description
The population standard deviation
The size of the population
Element of the population
Average value (mean) of the population

Usage

This formula calculates the standard deviation of a normal distribution from population data. The standard deviation is a numeric measure of the distribution of data around the mean. A smaller standard deviation means that most of the data is close to the mean. A bigger standard deviation means that the data is more spread out over the sample space. This is illustrated in the figure below:

This figure illustrates how the standard deviation corresponds to the distribution of data around the mean.
Figure 1: Normal Distribution Area

The distribution of data around the mean for any normal distribution is the same. One standard deviation away from the mean on either side contains approximately of the data, two standard deviations contains approximately of the samples, and so on. This is what makes the standard deviation a useful measure for normal distributions, it can be used to look-up and calculate probabilities of a normal distribution.

Examples

TODO: calculate standard deviation of population data 1

TODO: calculate standard deviation of population data 2

TODO: See this formula example (link) for calculating probabilities using the standard deviation of a normal distribution.

Population vs Sample

The symbols (mu) and (sigma) are used to differentiate between the sample which a subset of the whole population. The formulas are different in that the formula for a sample population uses Bessel’s Correction, which corrects for bias in the sample data.

Links