How to calculate a random measurement error?

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SUMMARY

The discussion centers on the calculation of random measurement error, specifically comparing two formulas: the standard deviation formula $$\sigma=\sqrt{\frac {\sum_{i=1}^{N}{(X_i- \bar{X})^2}}{N(N-1)}}$$ and the mean absolute deviation formula $$\sigma =\frac{\sum_{i=1}^{N}{|X_i- \bar {X}|}}{N}$$. The standard deviation is confirmed as the correct and preferred method for calculating measurement error, particularly in experimental physics. While the mean absolute deviation is acknowledged for its computational efficiency in some machine learning applications, it is deemed less suitable for rigorous scientific analysis.

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TL;DR
How to calculate a random measurement error? If we did a measurement and want to calculate a random error, what formula are we to use?
I have seen this formula

$$\sigma=\sqrt{\frac {\sum_{i=1}^{N}{(X_i- \bar{X})^2}}{N(N-1)}}$$

but also this formula $$\sigma =\frac{\sum_{i=1}^{N}{|X_i- \bar {X}|}}{N}.$$ Which of them is correct?
 
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The first one :smile:

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The first one is the standard deviation. That is the usual one. The second one is the mean absolute deviation and it is rarely used at all.
 
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Dale said:
The second one is the mean absolute deviation and it is rarely used at all.
Some machine learning applications seem to use it - I think because it's cheaper to calculate, so it gives you a time saving if you can live with the less mathematically nice behaviour. But in experimental physics I agree it's a no, you want the standard deviation.
 
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