Deviation (statistics)

In mathematics and statistics, deviation is a measure of difference between the observed value and the mean. The sign of deviation (positive or negative), reports the direction of that difference (it is larger when the sign is positive, and smaller if it is negative). The magnitude of the value indicates the size of the difference.

Deviations are also known as errors or residuals and are applicable for data at the interval and ratio levels of measurement. Deviations from the population mean are errors, while deviations from the sample mean are residuals.

The sum of the deviations across the entire set of all observations from the overall sample mean is always zero, and the average deviation is zero.