142 THEORY OF STATISTICS.
give a more definite and concrete meaning to the standard
deviation, and also to check arithmetical work to some extent—
sufficiently, that is to say, to guard against very gross blunders.
It must not be expected to hold for short series of observations :
in Example i., for instance, the actual range is a good deal less
than six times the standard deviation.
11. The standard deviation is the measure of dispersion which
it is most easy to treat by algebraical methods, resembling in this
respect the arithmetic mean amongst measures of position. The
majority of illustrations of its treatment must be postponed to a
later stage (Chap. XI.), but the work of § 3 has already served as
one example, and we may take another by continuing the work of
§ 13 (0), Chap. VII. In that section it was shown that if a series
of observations of which the mean is M/ consist of two component
series, of which the means are J; and J/, respectively,
NM=N.M +N, M,
XN; and XN, being the numbers of observations in the two com-
ponent series, and N=, +, the number in the entire series.
Similarly, the standard deviation o of the whole series may be
expressed in terms of the standard deviations o; and o, of the
components and their respective means. Let
M-M=d,
M,- M=d,
Then the mean-square deviations of the component series about
the mean JM are, by equation (4), 32 +d;% and o,%+d,? respec:
tively. Therefore, for the whole series,
N.o%=N (2 +d2) + Noa 2 +45) o =D)
If the numbers of observations in the component series be equal
and the means be coincident, we have as a special case—
0? = (oy? + 07?) 6)
go that in this case the square of the standard deviation of the
whole series is the arithmetic mean of the squares of the standard
deviations of its components.
It is evident that the form of the relation (5) is quite general :
if a series of observations consists of » component series with
standard deviations oy, oy, . . . 0, and means diverging from the
general mean of the whole series by d,, dy, . . . d,, the standard
deviation o of the whole series is given (using m to denote any
subscript) by the equation—
N.o?=3(N,.0,% + 2 N,.d,2%) (7)
is