Calculate and , where is the standard deviation, defined by The smaller the value of
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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.)
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o² = *(x-μ)²p(x) dx -00
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