The mean deviation (also called the mean absolute deviation) is the mean of the absolute deviations of a set of data about the data's mean. The standard deviation sigma of a probability distribution is defined as the square root of the variance sigma^2,
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The mean is the average value and the standard deviation is the variation from the mean value.
The SD is the (positive) square root of the variance.
Standard deviation is the variance from the mean of the data.
A standard normal distribution has a mean of zero and a standard deviation of 1. A normal distribution can have any real number as a mean and the standard deviation must be greater than zero.