20.1.3 Standard deviation
Standard deviation is potentially better than variance
to measure how close numbers are to their
mean. The standard deviation is the square root of the
variance; for example, the list [1,2,3,4] has mean 5/2, and so
the standard deviation will be 2√5/4, since
| | | |
| (1−5/2)2+(2−5/2)2+(3−5/2)2+(4−5/2)2 |
|
| 4 |
|
| =
| | .
|
Note that if the list of numbers have units, then the
standard deviation will have the same unit.
The stddev command finds the standard deviation.
-
stddev takes one mandatory argument and one optional
argument:
-
L, a list or matrix of numbers.
- W, a list or matrix of weights, the same size as L.
- stddev(L ⟨,W⟩) returns the standard
deviation of the list or a list with the standard deviations of
the columns of the matrix.
Examples