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什么是标准差

更新时间:2026-07-17 19:23:24 周记网3年前 (2023-09-06)百科中心1231

标准差(StandardDeviation),中文环境中又常称均方差,是离均差平方的算术平均数的平方根,用σ表示。标准差是方差的算术平方根。标准差能反映一个数据集的离散程度。平均数相同的两组数据,标准差未必相同。

什么是标准差

Standard Deviation, also known as mean square deviation in Chinese, is the square root of the arithmetic mean of the square of the deviation from the mean square σ express. The standard deviation is the arithmetic square root of the variance. The standard deviation can reflect the degree of dispersion of a data set. The standard deviation of two groups of data with the same mean is not necessarily the same.

标准差(Standard Deviation),中文环境中又常称均方差,是离均差平方的算术平均数的平方根,用σ表示。标准差是方差的算术平方根。标准差能反映一个数据集的离散程度。平均数相同的两组数据,标准差未必相同。

Standard Deviation, also known as mean square deviation in Chinese, is the square root of the arithmetic mean of the square of the deviation from the mean square σ express. The standard deviation is the arithmetic square root of the variance. The standard deviation can reflect the degree of dispersion of a data set. The standard deviation of two groups of data with the same mean is not necessarily the same.

什么是标准差

在概率统计中最常使用作为统计分布程度(statistical dispersion)上的测量。标准差定义是总体各单位标准值与其平均数离差平方的算术平均数的平方根。它反映组内个体间的离散程度。测量到分布程度的结果,原则上具有两种性质:为非负数值, 与测量资料具有相同单位。一个总量的标准差或一个随机变量的标准差,及一个子**样品数的标准差之间,有所差别。

It is most commonly used in probability statistics as a measure of statistical distribution. The standard deviation is defined as the square root of the arithmetic mean of the square of the deviation between the standard value of each unit of the population and its mean. It reflects the degree of dispersion among individuals in the group. In principle, the results measured to the extent of distribution have two properties: they are non-negative values and have the same unit as the measured data. There is a difference between the standard deviation of a total quantity or a random variable and the standard deviation of the number of samples in a subset.

标准差应用于投资上,可作为量度回报稳定性的指标。标准差数值越大,代表回报远离过去平均数值,回报较不稳定故风险越高。相反,标准差数值越小,代表回报较为稳定,风险亦较小。

什么是标准差

The standard deviation should be used for investment and can be used as an indicator to measure the stability of returns. The larger the standard deviation value, the higher the risk because the return is far from the past average value. On the contrary, the **aller the standard deviation value, the more stable the return and the **aller the risk.

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