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sqrtVarobserved

sqrtVarobserved is a term used in statistics to denote the square root of the observed variance of a dataset. In practical terms, it is the standard deviation of the observed values, a measure of how spread out the data are around their mean and expressed in the same units as the data themselves.

Mathematically, if a sample consists of values x1, x2, ..., xn, the observed variance can be estimated

Interpretation and usage: sqrtVarobserved summarizes how much individual observations typically deviate from the mean. Larger values

Relationship to related concepts: sqrtVarobserved is another way of referring to the standard deviation of observed

by
the
sample
variance
s^2
=
(1/(n−1))
∑(xi
−
x̄)^2,
where
x̄
is
the
sample
mean.
The
sqrt
of
this
quantity,
sqrtVarobserved
=
s,
is
the
sample
standard
deviation.
If
one
instead
treats
the
data
as
a
full
population,
the
population
variance
Var_observed
=
(1/n)
∑(xi
−
μ)^2
has
the
corresponding
standard
deviation
sqrt(Var_observed)
=
σ.
In
both
cases,
sqrtVarobserved
reflects
dispersion
but
uses
the
observed
data
to
estimate
it.
indicate
greater
variability;
smaller
values
indicate
that
data
are
tightly
clustered
around
the
mean.
It
is
sensitive
to
outliers
and
to
the
units
of
measurement,
so
comparisons
should
be
made
on
data
with
the
same
scale
or
after
standardization.
data,
distinct
from
the
theoretical
population
standard
deviation
or
from
robust
dispersion
measures.
It
is
widely
used
in
descriptive
statistics,
in
regression
diagnostics
(as
the
residual
standard
deviation),
and
in
measurement-error
contexts
where
observation
noise
is
quantified.