Standard deviation and variance

pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
SD = variance
And
å(x − x)2
Variance = SD2 =
(n − 1)

Definition of terms used

SD = standard deviation
Σ = the sum of
x = individual observation
x̄ = mean of all observations
n = number of observations in a sample

Units

Has the same units as the observations (e.g. mg).

Explanation

The standard deviation (SD) describes how spread out a set of observations are from
the mean (i.e. the variability or deviation of each observation from the mean value).
It is equal to the square root of the variance (the average of the squares of the
differences from the mean) in four easy steps.
(1) Calculate the mean for all the values (x̄ ).
(2) For each individual observation (x), subtract the mean (x̄ ) and square the
results (to make all positive). This is known as the squared deviation.
(3) Add all the observations together (Σ) and divide by the total number of
observations (n).
(4) Take the square root of the variance.
With the mean taken as the centre point, a range of one SD above (+) and below
(−) will include 68.3% of the values,  2 SD will include 95.4% of the values, and
 3 SD will include 99.7% of the values.

189
Downloaded from https://www.cambridge.org/core. University of Warwick, on 17 Mar 2019 at 07:17:02, subject to the Cambridge Core terms of use
, available at https://www.cambridge.org/core/terms. https://doi.org/10.1017/CBO9781139565387.098
 190 Section 4: Statistics

Standard deviation should only be used as a summary statistic when the data
have a normal distribution. To rapidly estimate whether this is the case, calculate
2SD above and below the mean, to see if the values are possible for the variable in
question.
NB: If you are sampling a small number of observations (n < 30), divide by ‘n’.
If you are sampling from a large number of observations (n >30), divide by
‘n − 1’. This is called Bessel’s correction and it corrects for bias in the estimation
of the population variance.

Clinical application/worked example

1. Calculate the standard deviation of the following measured LDL cholesterol

levels of 4 healthy adults:

185, 191, 187, 193 mg/dl

n=4

mean (x) = 189 mg/dl

To ease calculations, place data into a table:

LDL Deviation from the mean Squared deviation

x x − x̄ (x − x̄ )2
185 −4 16
191 2 4
187 2 4
193 4 16
Total 756 0 40

å(x − x)2
Variance = SD2 =
(n − 1)
rffiffiffiffiffi
40
SD =
3
= 3.65 mg/dl

Downloaded from https://www.cambridge.org/core. University of Warwick, on 17 Mar 2019 at 07:17:02, subject to the Cambridge Core terms of use
, available at https://www.cambridge.org/core/terms. https://doi.org/10.1017/CBO9781139565387.098