144 THEORY OF STATISTICS.
sampling. On the other hand, it may be said that its general
nature is not very readily comprehended, and that the process of
squaring deviations and then taking the square root of the mean
seems a little involved. The student will, however, soon surmount
this feeling after a little practice in the calculation and use of the
constant, and will realise, as he advances further, the advantages
that it possesses. Such root-mean-square quantities, it may be
added, frequently occur in other branches of science. The
standard deviation should always be used as the measure of disper-
sion, unless there is some very definite reason for preferring another
measure, just as the arithmetic mean should be used as the measure
of position. It may be added here that the student will meet with
the standard deviation under many different names, of which we
have adopted the most recent (due to Pearson, ref. 2): many of
the earlier names are hardly adapted to general use, as they bear
evidence of their derivation from the theory of errors of observation.
Thus the terms “mean error” (Gauss), “error of mean square”
(Airy), and “mean square error” have all been used in the same
sense. The standard deviation multiplied by the square root of
2 has been termed the “modulus” (Airy),—the student will see
later the reason for the adoption of the factor—-and the reciprocal
of the modulus the “precision” (Lexis). For the square of the
standard deviation, often required, R. A. Fisher has suggested
the term variance.”
14. The Mean Deviation.—The mean deviation of a series of
values of a variable is the arithmetic mean of their deviations
from some average, taken without regard to their sign. The
deviations may be measured either from the arithmetic mean or
from the median, but the latter is the natural origin to use. Just
as the root-mean-square deviation is least when deviations are
measured from the arithmetic mean, so the mean deviation is
least when deviations are measured from the median. For
suppose that, for some origin exceeded by m values out of &, the
mean deviation has a value A. Let the origin be displaced by
an amount ¢ until it is just exceeded by m — 1 of the values only,
t.e. until it coincides with the mth value from the upper end of
the series. By this displacement of the origin the sum of devia-
tions in excess of the origin is reduced by m.c, while the sum of
deviations in defect of the mean is increased by (& —m)c. The
new mean deviation is therefore
N —m)c — me
apliiopne
=A ! N-2
=A + 7 - 2m)e.