The parameter is the mean or expectation of the distribution (and also its median and mode), while the parameter is its standard deviation.[1]
In statistics, the standard deviation is a measure of the amount of variation or dispersion of a set of values.[1] A low standard deviation indicates that the values tend to be close to the mean (also called the expected value) of the set, while a high standard deviation indicates that the values are spread out over a wider range.
Standard deviation may be abbreviated SD, and is most commonly represented in mathematical texts and equations by the lower case Greek letter sigma σ, for the population standard deviation, or the Latin letter s, for the sample standard deviation.[2]
Late Latin deviatus, past participle of deviare, from the phrase de via.
- From Proto-Italic *wijā, from Proto-Indo-European *wih₁eh₂-,[1] from *weyh₁- (“to pursue, be strong”). Cognate with Lithuanian vyti (“to pursuit”).
- See also vīs, invītus, invītō, Ancient Greek οἶμος (oîmos).
- Or perhaps from Proto-Indo-European *weǵʰyeh₂-, from *weǵʰ- (whence vehō and English way),[2] hypothesis rejected by De Vaan.
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