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.
- column (required) - The column of numbers to be measured.
The underlying formula is as follows:
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).
- Return the sample standard deviation of non-null records in the x column for each group K.