dispersion of the values โ€‹โ€‹of a random variable around its expected value

Statistical Techniques for Transportation Engineering
{\displaystyle {\sqrt {2}}\,\sigma }
{\displaystyle \sigma ={\sqrt {4}}=2.}
{\displaystyle {\sqrt {\left(e^{\sigma ^{2}}-1\right)\ e^{2\mu +\sigma ^{2}}}}\,.}
In statistics, the standard deviation is a measure of the amount of variation of the values of a variable about its mean. A low standard deviation indicates that the values tend to โ€ฆ Wikipedia
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Math is Fun
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Standard Deviation Formulas
To calculate the standard deviation of those numbers: 1. Work out the Mean (the simple average of the numbers) 2. Then for each number: subtract the Mean and square the result ยท 3. Then work out the mean of those squared differences. ... The formula actually says all of that, and I will show you how.
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Clemson
science.clemson.edu โ€บ physics โ€บ labs โ€บ tutorials โ€บ stddev โ€บ index.html
Clemson U. Physics Tutorial: Standard Deviation
With any experiment it is important to properly display the precision with which each measurement is made. No measurement is absolutely precise. For example, it is impossible to measure the exact length of an object. We might measure the length as 1.23cm, but this does not mean that the actual ...
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Cuemath
cuemath.com โ€บ data โ€บ standard-deviation
Standard Deviation - Formula | How to Calculate Standard Deviation?
As discussed, the variance of the data set is the average square distance between the mean value and each data value. And standard deviation defines the spread of data values around the mean. Here are two standard deviation formulas that are used to find the standard deviation of sample data and the standard deviation of the given population.
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UMass Amherst Libraries
openbooks.library.umass.edu โ€บ p132-lab-manual โ€บ chapter โ€บ the-normal-distribution-and-standard-deviation
The Normal Distribution and Standard Deviation โ€“ Physics 132 Lab Manual
So, youโ€™ve probably guessed that ฮผ is the mean of your data, but what is ฯƒ? We know itโ€™s the width of our distribution, but how is it connected to our data? The answer is ฯƒ is the standard deviation of your data, and it describes how spread out your data are: is it a wide fat distribution or a narrow skinny one.
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Physics LibreTexts
phys.libretexts.org โ€บ bookshelves โ€บ quantum mechanics โ€บ introductory quantum mechanics (fitzpatrick) โ€บ 1: probability theory
1.3: Mean, Variance, and Standard Deviation - Physics LibreTexts
August 11, 2020 - A more useful measure of the scatter is given by the square root of the variance, \[\sigma_u = \left[\,\left\langle({\mit\Delta} u)^2\right\rangle\,\right]^{1/2},\] which is usually called the standard deviation of \(u\). The standard deviation is essentially the width of the range over which \(u\) is distributed around its mean value, \(\langle u\rangle\). Richard Fitzpatrick (Professor of Physics, The University of Texas at Austin)
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Hmc
physics.hmc.edu โ€บ igor โ€บ statistics
Standard Deviation - Physics - Harvey Mudd College
Finally, we take the square root of the average square deviation to get the โ€œtypicalโ€ deviation, since we were adding up the squares of the deviations in the numerator. When you perform repeated trials of an experiment to obtain the best possible estimate of the value of a physical quantity, ...
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UMass Amherst Libraries
openbooks.library.umass.edu โ€บ toggerson-131 โ€บ back-matter โ€บ appendix-e-standard-deviation-and-spread-of-data
Appendix B: Standard Deviation and Spread of Data โ€“ Physics 131: What Is Physics?
For each data value, calculate how many standard deviations away from its mean the value is. Use the formula: value = mean + (#ofSTDEVs)(standard deviation); solve for #ofSTDEVs.
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Math is Fun
mathsisfun.com โ€บ data โ€บ standard-deviation.html
Standard Deviation and Variance
The Standard Deviation is a measure of how spread out numbers are. ... The formula is easy: it is the square root of the Variance.
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CalculatorSoup
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Standard Deviation Calculator
Standard deviation is a measure of dispersion of data values from the mean. The formula for standard deviation is the square root of the sum of squared differences from the mean divided by the size of the data set.
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HyperPhysics
hyperphysics.phy-astr.gsu.edu โ€บ hbase โ€บ Math โ€บ stdev.html
Standard Deviation
In many cases, physical measurements in a context which involves probability will form a collection of results which can be approximated by a normal distribution. In such cases a large number of experimental results will form a gaussian curve. Consider first an example in which we have a complete ...
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Calculator.net
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Standard Deviation Calculator
Standard deviation in statistics, typically denoted by ฯƒ, is a measure of variation or dispersion (refers to a distribution's extent of stretching or squeezing) between values in a set of data. The lower the standard deviation, the closer the data points tend to be to the mean (or expected value), ฮผ.
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The answer by erikasan is correct if all of your measurements have the same uncertainty. However, if all of your measurements have the same uncertainty, you might as well put all $25\times 10 = 250$ measurements into one data set, whose mean and variance are

$$ \left<x\right> = \frac{\sum_i^M\sum_j^{N_i} x_{ij}}{\sum_i N_i} \qquad \sigma^2 = \frac{\sum_i^M\sum_j^{N_i} \left(x_{ij} - \left<x\right>\right)^2 }{\sum_i N_i} = \left<x^2\right> - \left<x\right>^2 $$

Here $i$ indexes your experiments, and $j$ indexes the measurements within each experiment. In your example you have $M=10$ experiments, with the same number of measurements $N_i=25$ in each. (For your case with $N_i = N$ for all $i$, the total population is $\sum_i N_i = MN$.) The "standard error on the mean" is

$$ \delta = \frac{\sigma}{\sqrt{\sum_i N_i}} $$

That is, the uncertainty on the mean is smaller than the uncertainty on each measurement, by the square root of the total population size. Your "result" would be "we measured $\left<x\right> \pm \delta$." (Beware of different notations in different sources. Some people use something like $\sigma_\text{s.e.m.}$ for the standard error on the mean; sometimes people will use $\sigma$ for my $\delta$ and just not talk about the population variance; sometimes people get sloppy and use $\sigma$ to mean different things in different places.)

You might instead be interested in testing the hypothesis that your measurements from different experiments are in fact all drawn from the same distribution. Perhaps you took most of your data and then fixed a noise source in your apparatus; you don't want to throw away the other data completely, but you'd like to privilege the better data. Or perhaps you are working from old notes, or from other people's published data, and the original raw data aren't accessible. In that case, for each experiment you would compute a mean, variance, and standard error on the mean:

\begin{align} \left<x_i\right> &= \sum_j^{N_i} \frac{x_{ij}}{N_i} \\ \sigma_i^2 &= \sum_j^{N_i} \frac{\left( x_{ij} - \left<x_i\right> \right)^2}{N_i} = \left<x_i^2\right> - \left<x_i\right>^2 \\ \delta_i &= \frac{\sigma_i}{\sqrt{N_i}} \end{align}

In this case the "error-weighted average" is

$$ \left<x\right> = \frac{ \sum_i^M {\delta_i^{-2}}{\left<x_i\right>} }{ \sum_i^M {\delta_i^{-2}} } $$

You can see that, if all of the $\delta_i$ are the same, this is just a straight average, but experiments with small $\delta_i$ contribute more to the average than experiments with large $\delta_i$. The uncertainty on this mean-of-means works out to obey

$$ \frac{1}{\delta^2} = \sum_i^M \frac{1}{\delta_i^2} $$

If you've done parallel resistors, you'll recognize that that $\delta$ is smaller than the smallest $\delta_i$, but including a low-precision experiment won't improve your overall precision by much. You might also notice that, for the special case where all the experiments have the same precision, this works out to $\delta = \delta_i / \sqrt M$, consistent with our definitions above.

To your specific question,

I calculate the total standard deviation by doing the square root of the quadratic sum of the standard deviation obtained in point 2.

If I'm understanding you correctly, that quadrature sum would make your combined uncertainty bigger, rather than smaller, which would defeat the purpose of doing multiple experiments. You could think of the recipe here as an "inverse quadrature sum," though that name is probably too obtuse to be useful without a formula nearby.

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You have a series of random samples for a random variable. In general, each sample can have a different number or measurements and/or a different standard deviation based on the measurements. Here is one accepted approach to produce an estimated mean and standard deviation of the mean based on the series of samples.

Consider a series of $i = 1, 2, ...,k$ random samples, the $i^{th}$ sample consisting of $n_i$ specific values for the random variable of concern. Each sample can have a different number of specific values. For each sample you evaluate and report the mean and the standard deviation of the mean. The mean of the $i^{th}$ sample is $m_i = {1 \over n_{i}} \sum_{j}^{n_i} y_{ji}$ where $y_{ji}$ is the $j^{th}$ value in the $i^{th}$ sample. The standard deviation of the mean for the $i^{th}$ sample is $S_i = \sqrt{s_i^2 \over n_i}$ where $s_i = \sqrt{{\sum_{j}^{n_i} (y_{ji} - m_i)^2} \over {n_i - 1} }$ is the standard deviation for the $i^{th}$ sample.

The best estimate for the mean is $ m_{best} = {\sum_{i = 1}^{k} m_i/S_i^2 \over \sum_{i = 1}^{k} {1 \over S_i^2}}$ and the best estimate for the standard deviation of the mean is $S_{best} = ({\sum_{i = 1}^{k} {1 \over S_i^2}})^{-1/2}$. You report $m_{best} \pm S_{best}$ for your final result.

Note: The sample values mean $m_{best}$ and standard deviation $S_{best}$ are best-estimates for the unknown population values mean $\mu$ and standard deviation of the mean $\sigma_{\mu}$.

The text Data Analysis for Scientists and Engineers by Meyer provides more details.

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ALLEN
allen.in โ€บ home โ€บ jee maths โ€บ standard deviation
Standard Deviation: Definition, Formula, Binomial Distribution, Grouped Data.
October 14, 2024 - Lastly, find the standard deviation by taking the square root of the variance. ... Example 3: Consider a scenario where a researcher is studying the daily temperature fluctuations in a desert over a week. The recorded temperatures (in degrees Celsius) are as follows: 30, 35, 28, 32, 40, 29, 33.
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BYJUS
byjus.com โ€บ standard-deviation-formula
Standard Deviation Formula
September 16, 2020 - This formula is given as: \(\begin{array}{l}\sigma=\frac{1}{N}\sqrt{\sum_{i=i}^{n}f_{i}x_{i}^{2}-(\sum_{i=1}^{n}f_{i}x_{i})^{2}}\end{array} \) Also Check: Difference Between Variance and Standard Deviation
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YouTube
youtube.com โ€บ the organic chemistry tutor
How To Calculate The Standard Deviation - YouTube
This Statistics video tutorial explains how to calculate the standard deviation using 2 examples problems. You need to calculate the sample mean before you c...
Published ย  September 26, 2019
Views ย  585K
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Scribbr
scribbr.com โ€บ home โ€บ how to calculate standard deviation (guide) | calculator & examples
How to Calculate Standard Deviation (Guide) | Calculator & Examples
March 28, 2024 - With samples, we use n โ€“ 1 in the formula because using n would give us a biased estimate that consistently underestimates variability. The sample standard deviation would tend to be lower than the real standard deviation of the population.
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National Library of Medicine
nlm.nih.gov โ€บ oet โ€บ ed โ€บ stats โ€บ 02-900.html
Standard Deviation - Finding and Using Health Statistics - NIH
In the image, the curve on top is more spread out and therefore has a higher standard deviation, while the curve below is more clustered around the mean and therefore has a lower standard deviation.1 ... In this formula, ฯƒ is the standard deviation, xi is each individual data point in the set, ยต is the mean, and N is the total number of data points.
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Vaia
vaia.com โ€บ standard deviation
Standard Deviation: Definition & Example, Formula I Vaia
No, standard deviation cannot be negative because it is the square root of a number. ... By using the formula ๐ˆ=โˆš (โˆ‘(xi-๐œ‡)^2/N) where ๐ˆ is the standard deviation, โˆ‘ is the sum, xi is an individual number in the data set, ๐œ‡ is the mean of the data set and N is the total number ...