Standard deviation s
...
The standard deviation is the positive square root of the variance, i.e. s = √V. Thus, if the variance has units of cows2, the standard deviation has units of cows, the same as the variable x. The standard deviation is therefore more popularly used to express a measure of spread.
...
The variance V of the Uniform(1,3) distribution is calculated as follows:
|
| from here |
and therefore
LaTeX Math Block | ||
---|---|---|
| ||
V=\frac{26}{6}-2^2=\frac{1}{3} |
...
and the standard deviation s is therefore:
LaTeX Math Block | ||
---|---|---|
| ||
\sigma=\sqrt V= \frac{1}{\sqrt 3} |
...
Variance and standard deviation have the following properties, where a is some constant and X, Xi are random variables:
| and |
|
...
| providing the Xis are uncorrelated. |
...