Standard deviation is a measure of the amount of variation or dispersion of a set of values. It indicates how much the data points deviate from the mean (or expected value) of the set. A low standard deviation indicates that the values tend to be close to the mean, while a high standard deviation indicates that the values are spread out over a wider range. Standard deviation is expressed in the same unit as the data, unlike variance, which is another measure of dispersion. It is commonly represented in mathematical texts and equations by the lower case Greek letter σ (sigma) for the population standard deviation, or the Latin letter s for the sample standard deviation. The standard deviation of a random variable, sample, statistical population, data set, or probability distribution is the square root of its variance.