By definition, standard deviation is the square root of the variance. There is some common terminology for the quantities $$\mathbb{E}(|X-\mathbb{E}X|^p)^{1/p} $$ for $p \geq 1$? Or, they are just called the $p$th root of the $p$th centered moment?
2026-04-29 17:16:47.1777483007
Standard deviation and related quantities
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