APPENDIX TO CHAPTER XVI 407
A simple measure of the extent of variability displayed by
such a series of deviations from the mean is what is called the
“standard deviation.” This is a sort of average of the devia-
tions—not the ordinary arithmetical mean, but the mean
found by taking the arithmetical mean of the squares of the
deviations and extracting the square root. The standard
deviation which represents the above twelve individual devia-
tions is thus, —
+ (= 1.924 (—.9) + (1)?
CDE CDR (LDR (124 (2h (= 954 (Dy bie 1 (1)
12
which is .95.
This “standard deviation” is used instead of other averages
for several reasons. The arithmetical mean of the deviations
about the mean is quite unavailable, because, unless it be
reckoned by disregarding all minus signs (in which case the
result is an illogical makeshift), it is zero; the standard
deviation is very readily calculated, not by performing the
operations indicated above, but by recourse to a theorem
that the mean of the squares of the deviations about the
mean is equal to the mean of the squares of the deviations
about any other magnitude less the square of the difference
between the mean and this other magnitude. The proof
of this theorem is simple, and may be found in the books
on probability. Applying it to the illustrated case, we first
take the deviations, not about the mean, but about some other
magnitude, say 5%. These deviations are 0,0,1,0,0, —1,0,
2,0, —2, —1,0. The squares of these are 0,0,1,0,0,1,0,4,
0, 4, 1, 0, of which the arithmetical mean is 4H, or .902. This
is the mean of the squares of the deviations about the mag-
nitude 5. From this we are to deduct the square of the
difference between the mean 4.9 and the other magnitude 5,
about which the deviations were measured. The difference is
1, its square is .01. Deducting this from .902 we have .892 as
the mean of the squares of the deviations about the mean. The
Square root of this is .95, which is therefore the standard
deviation sought. Calculated by this method the standard
deviation may usually be obtained in less than one tenth the
time required by the direct method.
TR RR A sk
SSR