StdDev
The StdDev function computes the standard deviation of a column or group. It measures the spread of a set of observations (numbers) around the mean and is calculated as the square root of the variance. A low standard deviation suggests data points are clustered near the mean, whereas a high standard deviation suggests data points are generally far from the mean.
Standard deviation is a useful measure of spread for symmetrical distributions with no outliers. It is expressed in the same units of measurement as the data and can help determine the statistical distribution of a dataset.
Sigma calls the underlying Cloud Data Warehouse's Standard Deviation function that uses the statistical sample definition. Check the documentation of the database you use for details on the function called.
Syntax
StdDev(column)
Function arguments:
- column (required) - The column of numbers to be measured.
The underlying formula is as follows:
√(x_i-x)^2/n-1
where x_i is the value of one observation, x is the mean value of all observations, and n is the number of observations (sample size).
Example
StdDev([x])
- Return the sample standard deviation of non-null records in the x column for each group K.