Variance and standard deviation for grouped data

Let $(x_i,f_i), i=1,2, \cdots , n$ be the observed frequency distribution.

Formula

Sample variance

The sample variance of $X$ is denoted by $s_x^2$ and is given by

$s_x^2 =\dfrac{1}{N-1}\sum_{i=1}^{n}f_i(x_i -\overline{x})^2$

OR

$s_x^2 =\dfrac{1}{N-1}\bigg(\sum_{i=1}^{n}f_ix_i^2-\frac{\big(\sum_{i=1}^n f_ix_i\big)^2}{N}\bigg)$

where,

  • $N=\sum_{i=1}^n f_i$ is the total number of observations,
  • $\overline{x}$ is the sample mean.

Sample standard deviation

The sample standard deviation of $X$ is defined as the positive square root of sample variance. The sample standard deviation of $X$ is given by

$s_x =\sqrt{s_x^2}$

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