Statistical dispersion

A measure of statistical dispersion must yield a number that is zero if all the data are identical, and must increase as the data are more diverse. A very important measure of dispersion is the standard deviation, the square root of the variance.

Other such measures include the statistical range, the interquartile range, and the absolute deviation[?], and, in the case of categorical random variables, the discrete entropy. None of these can be negative; their least possible value is zero.

See also summary statistics.