![]() 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. 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. ![]() In statistics, the standard deviation is a measure of the amount of variation or dispersion of a set of values. Cumulative probability of a normal distribution with expected value 0 and standard deviation 1
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