Deviation (statistics)

In mathematics and statistics, deviation is a measure of difference between the observed value of a variable and some other value, often that variable's mean. The sign of the deviation (positive or negative), reports the direction of that difference (the deviation is positive when the observed value exceeds the reference value). The magnitude of the value indicates the size of the difference.

A deviation that is a difference between an observed value and the true value of a quantity of interest (such as a population mean) is an error and a deviation that is the difference between the observed value and an estimate of the true value (such an estimate may be a sample mean) is a residual. These concepts are applicable for data at the interval and ratio levels of measurement.

In statistics, the absolute deviation of an element of a data set is the absolute difference between that element and a given point. Typically the deviation is reckoned from the central value, being construed as some type of average, most often the median or sometimes the mean of the data set.

where

For an unbiased estimator, the average of the signed deviations across the entire set of all observations from the unobserved population parameter value averages zero over an arbitrarily large number of samples. However, by construction the average of signed deviations of values from the sample mean value is always zero, though the average signed deviation from another measure of central tendency, such as the sample median, need not be zero.

Statistics of the distribution of deviations are used as measures of statistical dispersion.

Deviations have units of the measurement scale (for instance, meters if measuring lengths). One can nondimensionalize in two ways.

One way is by dividing by a measure of scale (statistical dispersion), most often either the population standard deviation, in standardizing, or the sample standard deviation, in studentizing (e.g., Studentized residual).

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