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Mathematics · Ch 13 — Statistics

Standard Deviation of a Discrete Frequency Distribution

13.5.2

Standard Deviation of a Discrete Frequency Distribution

Standard Deviation of a Discrete Frequency Distribution

When data is presented as a discrete frequency distribution, each value xix_i occurs with a frequency fif_i. The total number of observations is N=∑i=1nfiN = \sum_{i=1}^{n} f_i, and the mean is xˉ=1N∑i=1nfixi\bar{x} = \frac{1}{N} \sum_{i=1}^{n} f_i x_i.

The standard deviation for such a distribution is defined as:

σ=1N∑i=1nfi(xi−xˉ)2\sigma = \sqrt{\frac{1}{N} \sum_{i=1}^{n} f_i (x_i - \bar{x})^2}

This is the natural extension of the standard deviation formula for ungrouped data — each squared deviation (xi−xˉ)2(x_i - \bar{x})^2 is weighted by its frequency fif_i, and the sum is divided by the total frequency NN instead of the number of distinct values.

σ=1N∑i=1nfi(xi−xˉ)2whereN=∑i=1nfi\sigma = \sqrt{\frac{1}{N} \sum_{i=1}^{n} f_i (x_i - \bar{x})^2} \quad \text{where} \quad N = \sum_{i=1}^{n} f_i

The variance σ2\sigma^2 is simply the square of this expression:

σ2=1N∑i=1nfi(xi−xˉ)2\sigma^2 = \frac{1}{N} \sum_{i=1}^{n} f_i (x_i - \bar{x})^2

Worked Example

Example 9. Find the variance and standard deviation for the following data:

xix_i481117202432
fif_i3595431

Solution. The calculations are organised in a table. First compute fixif_i x_i for each row, then find the mean xˉ\bar{x}. Next compute the deviations xi−xˉx_i - \bar{x}, square them, multiply by fif_i, and sum.

xix_ifif_ifixif_i x_ixi−xˉx_i - \bar{x}(xi−xˉ)2(x_i - \bar{x})^2fi(xi−xˉ)2f_i (x_i - \bar{x})^2
4312-10100300
8540-636180
11999-3981
175853945
20480636144
2437210100300
3213218324324
TotalN=30N = 304201374

From the table:

N=30,∑fixi=420,∑fi(xi−xˉ)2=1374N = 30, \quad \sum f_i x_i = 420, \quad \sum f_i (x_i - \bar{x})^2 = 1374

The mean is:

xˉ=1N∑fixi=42030=14\bar{x} = \frac{1}{N} \sum f_i x_i = \frac{420}{30} = 14

The variance is:

σ2=1N∑fi(xi−xˉ)2=130×1374=45.8\sigma^2 = \frac{1}{N} \sum f_i (x_i - \bar{x})^2 = \frac{1}{30} \times 1374 = 45.8

The standard deviation is:

σ=45.8≈6.77\sigma = \sqrt{45.8} \approx 6.77 …

Table 13.8Variance and standard deviation of a discrete frequency distribution
xix_ifif_ifixif_ix_ixi−xˉx_i-\bar{x}(xi−xˉ)2(x_i-\bar{x})^2fi(xi−xˉ)2f_i(x_i-\bar{x})^2
4312−10-10100300
8540−6-636180
11999−3-3981
175853945
20480636144
2437210100300