Pearson introduced the standard deviation in his Gresham lecture of 31 January 1893, referring to it initially as the “standard divergence”. John Venn had used the term “divergence” a couple of years earlier when referring to deviation. The standard deviation is a measure of variation. It indicates how widely or closely spread the values are in a set of a data, and shows how much each of these individual values deviate from the average (i.e. the mean).
