This is probably the most quoted measure of dispersion and it’s just the square root of the variance of a set of data. See Variance: introduction and, for the details, Variance: computation and bias (and perhaps Square root).
Try also #
Variance: introduction
Variance: computation and bias
Square root
Chapters #
Dispersion underpins pretty much all statistical methods so SD is implicit in Chapter 5.
Online resources #
My shiny app that gives you a confidence interval (CI) around an observed standard deviation
Dates #
First created 14.iii.24, replacing an earlier even more minimal entry, links updated 16.viii.24.