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  2. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    The mean and the standard deviation of a set of data are descriptive statistics usually reported together. In a certain sense, the standard deviation is a "natural" measure of statistical dispersion if the center of the data is measured about the mean. This is because the standard deviation from the mean is smaller than from any other point.

  3. Univariate (statistics) - Wikipedia

    en.wikipedia.org/wiki/Univariate_(statistics)

    It is used to estimate the central location of the univariate data by the calculation of mean, median and mode. [7] Each of these calculations has its own advantages and limitations. The mean has the advantage that its calculation includes each value of the data set, but it is particularly susceptible to the influence of outliers. The median is ...

  4. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    About 68% of values drawn from a normal distribution are within one standard deviation σ from the mean; about 95% of the values lie within two standard deviations; and about 99.7% are within three standard deviations. [8] This fact is known as the 68–95–99.7 (empirical) rule, or the 3-sigma rule.

  5. Central tendency - Wikipedia

    en.wikipedia.org/wiki/Central_tendency

    Thus standard deviation about the mean is lower than standard deviation about any other point, and the maximum deviation about the midrange is lower than the maximum deviation about any other point. The 1-norm is not strictly convex, whereas strict convexity is needed to ensure uniqueness of the minimizer. Correspondingly, the median (in this ...

  6. Summary statistics - Wikipedia

    en.wikipedia.org/wiki/Summary_statistics

    a measure of location, or central tendency, such as the arithmetic mean; a measure of statistical dispersion like the standard mean absolute deviation; a measure of the shape of the distribution like skewness or kurtosis; if more than one variable is measured, a measure of statistical dependence such as a correlation coefficient

  7. Statistical dispersion - Wikipedia

    en.wikipedia.org/wiki/Statistical_dispersion

    A system of a large number of particles is characterized by the mean values of a relatively few number of macroscopic quantities such as temperature, energy, and density. The standard deviation is an important measure in fluctuation theory, which explains many physical phenomena, including why the sky is blue. [4]

  8. Deviation (statistics) - Wikipedia

    en.wikipedia.org/wiki/Deviation_(statistics)

    The second standard deviation from the mean in a normal distribution encompasses a larger portion of the data, covering approximately 95% of the observations. Standard deviation is a widely used measure of the spread or dispersion of a dataset. It quantifies the average amount of variation or deviation of individual data points from the mean of ...

  9. Standard score - Wikipedia

    en.wikipedia.org/wiki/Standard_score

    Comparison of the various grading methods in a normal distribution, including: standard deviations, cumulative percentages, percentile equivalents, z-scores, T-scores. In statistics, the standard score is the number of standard deviations by which the value of a raw score (i.e., an observed value or data point) is above or below the mean value of what is being observed or measured.