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Standard Deviation Sign in Statistics (σ vs s)

In statistics, what is the standard deviation sign, and how do the symbols σ and s differ in meaning and use?

Subject: Statistics Chapter: Discrete Random Variables and Their Probability Distributions Topic: Standard Deviation of a Discrete Random Variable Answer included
standard deviation sign standard deviation symbol sigma standard deviation s sample standard deviation population standard deviation sample standard deviation variance symbol sigma squared
Accepted answer Answer included

Meaning of the standard deviation sign

In statistics, the phrase standard deviation sign usually refers to the symbol used to denote standard deviation. The most common symbols are \( \sigma \) and \( s \), and the correct choice depends on whether the data describe a population or a sample.

Key idea: \( \sigma \) is tied to population parameters (true, fixed values). \( s \) is tied to sample statistics (computed from observed data).

Quantity Symbol What it represents Typical companion symbol
Population standard deviation \( \sigma \) Spread of the entire population around the population mean \( \mu \) Population variance \( \sigma^2 \)
Sample standard deviation \( s \) Spread of a sample around the sample mean \( \bar{x} \); estimates population spread Sample variance \( s^2 \)
Population mean \( \mu \) True population average Pairs with \( \sigma \)
Sample mean \( \bar{x} \) Average computed from the sample Pairs with \( s \)

Formulas where the symbols appear

Standard deviation is the square root of variance. The variance symbols are the “squared” versions of the standard deviation symbols: \( \sigma^2 \) for a population and \( s^2 \) for a sample.

Population (size \(N\))

\[ \sigma^2 = \frac{1}{N}\sum_{i=1}^{N}(x_i-\mu)^2, \qquad \sigma = \sqrt{\frac{1}{N}\sum_{i=1}^{N}(x_i-\mu)^2}. \]

Sample (size \(n\))

\[ s^2 = \frac{1}{n-1}\sum_{i=1}^{n}(x_i-\bar{x})^2, \qquad s = \sqrt{\frac{1}{n-1}\sum_{i=1}^{n}(x_i-\bar{x})^2}. \]

The \(n-1\) in \(s^2\) (Bessel’s correction) makes \(s^2\) an unbiased estimator of the population variance \( \sigma^2 \) under standard assumptions.

Worked example showing σ and s

Consider the dataset \(2, 4, 4, 4, 5, 5, 7, 9\). Treating it as a complete population uses \( \sigma \); treating it as a sample uses \( s \).

\(x_i\) \(x_i-\bar{x}\) \((x_i-\bar{x})^2\)
2\(-3\)9
4\(-1\)1
4\(-1\)1
4\(-1\)1
500
500
724
9416

The mean is \[ \bar{x} = \frac{2+4+4+4+5+5+7+9}{8} = \frac{40}{8} = 5. \] The sum of squared deviations is \[ \sum (x_i-\bar{x})^2 = 9+1+1+1+0+0+4+16 = 32. \]

If treated as a population (use \( \sigma \)):

\[ \sigma^2 = \frac{32}{8} = 4, \qquad \sigma = \sqrt{4} = 2. \]

If treated as a sample (use \( s \)):

\[ s^2 = \frac{32}{7} \approx 4.5714286, \qquad s = \sqrt{\frac{32}{7}} \approx 2.1380899. \]

How the symbol is used in intervals and the “±” confusion

Standard deviation itself is always nonnegative, so the standard deviation sign is not “±”. The “±” appears when describing an interval around a center, such as \( \mu \pm \sigma \) or \( \bar{x} \pm s \). For example, the interval \( \mu \pm 2\sigma \) means values within two standard deviations of the mean.

Standard deviation around the mean Population standard deviation: σ • Sample standard deviation: s value density about 2.5% 13.5% about 68% 13.5% about 2.5% μ − 2σ μ − σ μ μ + σ μ + 2σ within 1 standard deviation within 2 standard deviations Bell curve: normal distribution Center line: mean, μ Dashed lines: σ-spaced positions
The standard deviation sign appears as \( \sigma \) (population) or \( s \) (sample). In normal-curve language, markings like \( \mu \pm \sigma \) show positions one standard deviation from the mean.

Quick recognition checklist

Use \( \sigma \) when the question states the data represent an entire population or a population model parameter is given.

Use \( s \) when the data are a sample and the spread is computed from observed values.

Variance symbols: \( \sigma^2 \) and \( s^2 \) are the squared versions of the standard deviation signs.

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