Statistics Toolbox

std

Standard deviation of a sample

Syntax

• y = std(X)
  

Description

y = std(X) computes the sample standard deviation of the data in X. For vectors, std(x) is the standard deviation of the elements in x. For matrices, std(X) is a row vector containing the standard deviation of each column of X.

std normalizes by n-1 where n is the sequence length. For normally distributed data, the square of the standard deviation is the minimum variance unbiased estimator of ² (the second parameter).

The standard deviation is

where the sample average is

.

The std function is part of the standard MATLAB language.

Examples

In each column, the expected value of y is one.

• x = normrnd(0,1,100,6);
  y = std(x)
  y =
      0.9536    1.0628    1.0860    0.9927    0.9605    1.0254
  y = std(-1:2:1)
  y =
      1.4142
  

See Also
cov, var

squareform

stepwise