The standard deviation is the square root of variance and can be interpreted as a distance on a diagram (unlike variance which has squared units); it is denoted by the Greek letter sigma.

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Unidentified Speaker — But what is the Central Limit Theorem? [zeJD6dqJ5lo]

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the standard deviation, which is the square root of this value. That can be interpreted much more reasonably as a distance on our diagram, and it's commonly denoted with the Greek letter sigma

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But what is the Central Limit Theorem?3Blue1Brown
Created: 8/10/2026, 3:51:19 PM

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