Calculator of Mean And Standard Deviation for a Probability Distribution


Instructions: You can use step-by-step calculator to get the mean \((\mu)\) and standard deviation \((\sigma)\) associated to a discrete probability distribution. Provide the outcomes of the random variable \((X)\), as well as the associated probabilities \((p(X))\), in the form below:

X values (comma or space separated) =
P(X) values (comma or space separated)
Name of the random variable (Optional)

Mean And Standard Deviation for a Probability Distribution

More about the Mean And Standard Deviation for a Probability Distribution so you can better understand the results provided by this calculator. For a discrete probability, the population mean \(\mu\) is defined as follows:

\[ E(X) = \mu = \displaystyle \sum_{i=1}^n X_i p(X_i)\]

On the other hand, the expected value of \(X^2\) is computed as follows:

\[ E(X) = \mu = \displaystyle \sum_{i=1}^n X_i p(X_i)\]

and then, the population variance is :

\[ \sigma^2 = E(X^2) - E(X)^2\]

Finally, the standard deviation is obtained by taking the square root to the population variance:

\[ \sigma = \sqrt{E(X^2) - E(X)^2}\]

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