RMS

In mathematics, the root mean square or rms is a statistical measure of the magnitude of a varying quantity. It can be calculated for a series of discrete values or for a continuously varying function. The name comes from the fact that it is the square root of the mean of the squares of the values. The rms for a collection of N values {x1, x2, ... , xN} is:

and the corres onding formula for a continuous function f!t" defined over the interval T1 # t # T2 is:

Uses
The $%& value of a function is often used in hysics and electronics. 'or e(am le, )e may )ish to calculate the o)er P dissi ated by an electrical conductor of resistance R. It is easy to do the calculation )hen a constant current I flo)s through the conductor. It is sim ly,

*ut )hat if the current is a varying function I!t"+ This is )here the rms value comes in. It may be sho)n that the rms value of I!t" can be substituted for the constant current I in the above equation to give the mean o)er dissi ation, thus:

In the common case of alternating current, )hen I!t" is a sinusoidal current, as is a ro(imately true for mains o)er, the rms value is easy to calculate from equation !2" above. The result is:

)here Ip is the ea, am litude. The $%& value can be calculated using equation !2" for any )aveform, for e(am le an audio or radio signal. This allo)s us to calculate the mean o)er delivered into a s ecified load. 'or this reason, listed voltages for o)er outlets !eg. 11-. or 2/-." are almost al)ays quoted in $%& values, and not ea,0to0 ea, values.

In the field of audio, mean o)er is often !misleadingly" referred to as $%& o)er. This is robably because it can be derived from the $%& voltage or $%& current. 'urthermore, because $%& im lies some form of averaging, e( ressions such as 1 ea, $%& o)er1, sometimes used in advertisements for audio am lifiers, are meaningless.

STANDARD DEVIATION
In robability and statistics, the standard deviation is the most commonly used measure of statistical dis ersion. &tandard deviation is defined as the square root of the variance. It is defined this )ay in order to give us a measure of dis ersion that is !1" a non0negative number, and !2" has the same units as the data. 2 distinction is made bet)een the standard deviation 3 !sigma" of a )hole population or of a random variable, and the standard deviation s of a subset0 o ulation sample. The formulae are given belo). The term standard deviation )as introduced to statistics by 4arl 5earson !On the dissection of asymmetrical frequency curves, 167/".

Interpretation and application

&im ly ut, the standard deviation is a measure of the degree of dis ersion of the data from the mean value. 2 large standard deviation indicates that the data oints are far from the mean and a small standard deviation indicates that they are clustered closely around the mean. 'or e(am le, the sets {-, 8, 7, 1/} and {8, 9, 6, 7} each have a mean of :, but the second set has a much smaller standard deviation. &tandard deviation may be thought of as a measure of uncertainty. In hysical science for e(am le, )hen ma,ing re eated measurements the standard deviation of the set of measurements is the recision of those measurements. ;hen deciding )hether measurements agree )ith a rediction, the standard deviation of those measurements is of crucial im ortance: if the mean of the measurements is too far a)ay from the rediction !)ith the distance measured in standard deviations", then )e consider the measurements as contradicting the rediction. This ma,es sense since they fall outside the range of values that could reasonably be e( ected to occur if the rediction )ere correct. &ee rediction interval.

Definition and shortcut calculation of standard deviation

&u ose )e are given a o ulation x1, ..., xN of values !)hich are real numbers". The mean of this o ulation is defined as

. !see summation notation" and the standard deviation of this o ulation is defined as

. 2 slightly faster )ay to com ute the same number is given by the formula

The standard deviation of a random variable X is defined as . Note that not all random variables have a standard deviation, since these e( ected values need not e(ist. If the random variable X ta,es on the values x1,...,xN )ith equal robability, then its standard deviation can be com uted )ith the formula given earlier. <iven only a sam le of values x1,...,xn from some larger o ulation, many authors define the sample standard deviation by

The reason for this definition is that s2 is an unbiased estimator for the variance 32 of the underlying o ulation. !The derivation of this equation assumes only that the sam les are uncorrelated and ma,es no assum tion as to their distribution." Note ho)ever that s itself is not an unbiased estimator for the standard deviation 3= it tends to underestimate the o ulation standard deviation. 2lthough an unbiased estimator for 1s1 is ,no)n, the formula is overly com licated and amounts to a minor correction. %oreover, unbiasedness, in this sense of the )ord, is not al)ays desirable= see bias !statistics". &ome have even argued that the difference bet)een n and n > 1 in the denominator is overly com le( and trivial and thus e(clude it. ;ithout that term, )hat is left is the sim ler e( ression

This form has the desirable ro erty of being the ma(imum0li,elihood estimate if the o ulation is normally distributed.

E amples

?ere is sho)n ho) to calculate the standard deviations of a set of data. The set of data is the ages of the members of a grou of young children. { 8, 9, 6 ,7 } &te 1. @alculate the meanAaverage .

. ;e have n B / !because there are / data oints in the set.} These / data oints are:

$e lacing N )ith /

This is the mean. &te 2. @alculate the standard deviation

$e lacing N )ith /

$e lacing

)ith :

This is the standard deviation.

Rules for normall! distri"uted data

In ractice, one often assumes that the data are a ro(imately normally distributed. !note that the )ord data is the lural for datum" If that assum tion is Custified, then about 96D of the values are at )ithin 1 standard deviation a)ay from the mean, about 78D of the values are )ithin t)o standard deviations and about 77.:D lie )ithin E standard deviations. This is ,no)n as the 196078077.: rule1.

Relationship "et#een standard deviation and mean

The mean and the standard deviation of a set of data are usually re orted together. In a certain sense, the standard deviation is the 1natural1 measure of statistical dis ersion if the center of the data is measured by the mean. The recise statement is the follo)ing: su ose x1, ..., xn are real numbers and define the function

Fsing calculus, it is not difficult to sho) that 3!r" has a unique minimum for

$eometric interpretation
To gain some geometric insights, )e )ill start )ith a o ulation of three values, x1, x2, xE. This defines a oint P B !x1, x2, xE" in RE. @onsider the line L B {!r, r, r" : r in R}. This is the 1main diagonal1 going through the origin. If our three given values )ere all equal, then the standard deviation )ould be Gero and P )ould lie on L. &o it is not unreasonable to assume that the standard deviation is related to the distance of P to L. 2nd that is indeed the case. %oving orthogonally from P to the line L, one hits the oint

)hose coordinates are the mean of the values )e started out )ith. 2 little algebra sho)s that the distance bet)een P and R !)hich is the same as the distance bet)een P and the line L" is given by 3H3. 2n analogous formula !)ith E re laced by N" is also valid for a o ulation of N values= )e then have to )or, in RN.