Handbook of Descriptive Statistics/Measures of Statistical Variability/Geometric Standard Deviation

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In probability theory and statistics, the geometric standard deviation describes how spread out are a set of numbers whose preferred average is the geometric mean. If the geometric mean of a set of numbers {A1, A2, ..., An} is denoted as μg, then the geometric standard deviation is

Derivation[edit | edit source]

If the geometric mean is

then taking the natural logarithm of both sides results in

The logarithm of a product is a sum of logarithms (assuming is positive for all ), so

It can now be seen that is the arithmetic mean of the set , therefore the arithmetic standard deviation of this same set should be


ln(geometric SD of A1, ..., An) = arithmetic (i.e. usual) SD of ln(A1), ..., ln(An).