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Standard Deviation



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Can someone please explain to me what the heck standard deviation 
is?   Yes, I've got the formula.  Yes, I understand that it's a popular 
measurement of deviation.  But the various components of the formula seem 
kind of convoluted to me, and I can't really follow the "common sense" idea 
of all the parts of the formula.  Why not just cut a mean through the data 
and measure the average (absolute) deviations from the mean?   I.e., what 
is the advantage of the SD formula over a simple average deviation?