Pandas Standard Deviation

pandas
Published

July 6, 2023

Pandas, the powerful Python library for data manipulation and analysis, offers robust tools for statistical calculations. Understanding and effectively utilizing the standard deviation function is crucial for many data analysis tasks. This post will walk you through calculating standard deviation in Pandas, covering various scenarios and providing clear code examples.

Understanding Standard Deviation

Before diving into the Pandas implementation, let’s briefly recap the concept of standard deviation. Standard deviation measures the amount of variation or dispersion of a set of values. A low standard deviation indicates that the values tend to be close to the mean (average), while a high standard deviation indicates that the values are spread out over a wider range.

Calculating Standard Deviation with Pandas

Pandas provides the .std() method for calculating the standard deviation of a Series or DataFrame. Let’s explore this with examples:

Standard Deviation of a Pandas Series

Let’s create a simple Pandas Series:

import pandas as pd

data = {'values': [10, 12, 15, 14, 18, 20, 11, 13]}
series = pd.Series(data['values'])
print(series)

Calculating the standard deviation is straightforward:

std_dev = series.std()
print(f"Standard Deviation: {std_dev}")

This will output the standard deviation of the values in the series.

Standard Deviation of a Pandas DataFrame Column

Now let’s consider a Pandas DataFrame:

data = {'col1': [10, 12, 15, 14, 18, 20, 11, 13],
        'col2': [25, 28, 30, 27, 32, 35, 26, 29]}
df = pd.DataFrame(data)
print(df)

To calculate the standard deviation of a specific column (e.g., ‘col1’):

std_dev_col1 = df['col1'].std()
print(f"Standard Deviation of col1: {std_dev_col1}")

Standard Deviation Across Multiple Columns

You can also calculate the standard deviation for all numerical columns simultaneously:

std_dev_all = df.std()
print(f"Standard Deviation of all columns:\n{std_dev_all}")

This will return a Series containing the standard deviation for each numerical column.

Population vs. Sample Standard Deviation

By default, .std() calculates the sample standard deviation. To calculate the population standard deviation, use the ddof parameter (degrees of freedom) and set it to 0:

population_std_dev = series.std(ddof=0)
print(f"Population Standard Deviation: {population_std_dev}")

The difference lies in the denominator used in the calculation. Sample standard deviation uses n-1 (where n is the number of data points), while population standard deviation uses n.

Handling Missing Values

If your data contains missing values (NaN), Pandas will exclude them from the calculation by default. To change this behavior, you can use the skipna parameter:

data = {'values': [10, 12, 15, 14, 18, None, 11, 13]}
series_with_nan = pd.Series(data['values'])
std_dev_with_nan = series_with_nan.std() #NaNs are skipped by default

std_dev_with_nan_included = series_with_nan.std(skipna=False) #This will result in NaN if any NaNs present.

print(f"Standard Deviation (NaNs skipped): {std_dev_with_nan}")

print(f"Standard Deviation (NaNs included): {std_dev_with_nan_included}")

Remember to handle missing values appropriately depending on your analysis requirements. Options include imputation (filling in missing values) or removing rows with missing data before calculating the standard deviation.