Standard Deviation

 September 1st, 2011
math
Standard deviation is the average distance between each data point and the mean of the data. It's defined as:

Why isn't it:

That is, why is it the square root of the average of (x-mu)^2 instead of just the average of |x-mu|? How is the squared version more useful?

Update 2011-09-01 I had left out the square root on the standard deviation.

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