Calculate and , where is the standard deviation, defined by The smaller the value of , the more tightly clustered are the values

Calculate μ and σ, where σ is the standard deviation, defined by

The smaller the value of σ, the more tightly clustered are the values of the random variable X about the mean μ. (The limits of integration need not be ±∞ if p is defined over a smaller domain.)

o = *(x-)p(x) dx -00