standard deviation

American  

noun

Statistics.

1. a measure of dispersion in a frequency distribution, equal to the square root of the mean of the squares of the deviations from the arithmetic mean of the distribution.

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standard deviation British  

noun

1. statistics a measure of dispersion obtained by extracting the square root of the mean of the squared deviations of the observed values from their mean in a frequency distribution

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standard deviation Scientific  

/ stăn′dərd /

1. A statistic used as a measure of the dispersion or variation in a distribution, equal to the square root of the arithmetic mean of the squares of the deviations from the arithmetic mean.

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standard deviation Cultural  

1. In statistics, a measure of how much the data in a certain collection are scattered around the mean. A low standard deviation means that the data are tightly clustered; a high standard deviation means that they are widely scattered.

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Discover More

About sixty-eight percent of the data are within one standard deviation of the mean.

Etymology

Origin of standard deviation

First recorded in 1920–25

Compare meaning

How does standard-deviation compare to similar and commonly confused words? Explore the most common comparisons:

• standard deviation vs. standard error

Example Sentences

Each standard deviation drop in relative amplitude was linked to a 54% increase in dementia risk.

From Science Daily

He calculates that the inflation-adjusted growth stock index is now more than two standard deviations above the long-term trend for the aggregate U.S. market.

From MarketWatch

For one, the cyclically adjusted price-to-earnings ratio, also known as the Shiller P/E ratio — a widely watched long-term valuation measure — rose above two standard deviations from its historical average in the summer of 2024.

From MarketWatch

This is appropriate, since this portfolio has a similar risk profile, with a standard deviation of annual returns over the past two decades that is similar to the average endowment.

From MarketWatch

The magnitudes of the changes were calculated in terms of standard deviations, which are used in statistics to convey how tightly a group of data points is clustered together.

From Los Angeles Times