Standard deviation (SD) is a measure of the dispersion of a set of data from its mean. If the data points are further from the mean, there is higher deviation within the data set. The SD shares the same unit as the mean. The SD is calculated as the square root of variance by determining the variation between each data point relative to the mean. The symbol for standard deviation is σ (the Greek letter sigma). Approximately, in a normal distribution,
38% of all observations are within ± 0.5 SD units of the mean;
68% of all observations are within ± 1 SD units of the mean;
95% of all observations are within ± 2 SD units of the mean;
99% of all observations are within ± 3 SDunits of the mean.