added 1 definition

Author: JoramSoch

D/std.md

@@ -0,0 +1,34 @@
+---
+layout: definition
+mathjax: true
+
+author: "Joram Soch"
+affiliation: "BCCN Berlin"
+e_mail: "joram.soch@bccn-berlin.de"
+date: 2020-09-03 05:43:00
+
+title: "Standard deviation"
+chapter: "General Theorems"
+section: "Probability theory"
+topic: "Measures of statistical dispersion"
+definition: "Standard deviation"
+
+sources:
+  - authors: "Wikipedia"
+    year: 2020
+    title: "Standard deviation"
+    in: "Wikipedia, the free encyclopedia"
+    pages: "retrieved on 2020-09-03"
+    url: "https://en.wikipedia.org/wiki/Standard_deviation#Definition_of_population_values"
+
+def_id: "D94"
+shortcut: "std"
+username: "JoramSoch"
+---
+
+
+**Definition:** The standard deviation $\sigma$ of a [random variable](/D/rvar) $X$ with [expected value](/D/mean) $\mu$ is defined as the square root of the [variance](/D/var), i.e.
+
+$$ \label{eq:std}
+\sigma(X) = \sqrt{\mathrm{E}\left[ (X-\mu)^2 \right]} \; .
+$$