Calculation formula of standard deviation:
The standard deviation, usually called mean square deviation in Chinese environment, is different from the mean square error (mean square error is the average of the square sum of the true values of each data, and its formula is close to the variance in form, and its root is called root mean square error, which is close to the standard deviation in form).
The standard deviation is the square root of the average value of the sum of squares deviating from the average value, which is expressed by σ. Suppose there is a set of values x 1, x2, x3, ... xn (all real numbers), and the average (arithmetic average) is μ, as shown in the figure: