standard deviation

The standard deviation of a random variable is a measure of dispersion from the mean. It is the square root of the variance, and has the same units as its data.

Formally,
the standard deviation $\sigma$ of a random variable $X$ is given by

where $\mathrm{Var}(X)=E[(X-\mu {)}^2]$ is the variance, and $\mu =E[X]$ is the mean.