Standard Deviation

Square root of the variance — measure of dispersion in the original units of the data.

Also known as: std dev, stdev, SD, σ, s

The standard deviation (or for the population) is the square root of the variance. It is expressed in the same units as the data and can be interpreted directly — e.g. "±0.03 mm average deviation from the target".

For approximately normal data, about 68 % of values fall within ±1 s of the mean, 95 % within ±2 s and 99.7 % within ±3 s — the so-called 68-95-99.7 rule that underpins the 6-σ definition.

See also

Used in

In the Algorithm Lab

Sources

  • Montgomery, D.C.: Introduction to Statistical Quality Control, 8th ed., Wiley, 2020
  • AIAG: Statistical Process Control (SPC) Reference Manual, 2nd ed., 2005