Standard deviation

nounStandard termStatistics

Typical distance of individual values from their mean, the basic measure of spread, written as sigma or s.

The sample standard deviation s is the square root of the sum of squared deviations from the mean divided by n minus 1; sigma is the true process value it estimates. Quality work separates short-term sigma, estimated within subgroups from ranges or moving ranges, from long-term or overall sigma computed from all the data, and the gap between them measures between-subgroup variation. Variances add for independent sources; standard deviations do not.

Heard on the job

Within-lot standard deviation is 0.8, overall is 1.9. Most of the spread is between lots.

Insider tip

Add variances, not standard deviations: a gauge sigma of 3 and a process sigma of 4 combine to 5, not 7.

Also heard as

  • sigma
  • s
  • std dev
  • SD