Distance of values from a target, k

The distance of a single random value from a target is called its error.

Root mean squared error

One solution to the problem of negative errors is to square them before averaging,

mean squared error   =  

To express this in the original units of the data (instead of units such as squared kg), we can take its square root:

root mean squared error   =  

The root mean squared error is a 'typical' error.