Concept:
Standard deviation ($\sigma$) is a fundamental measure of dispersion that quantifies the amount of variation or spread in a set of data values. It has specific mathematical properties regarding how it responds to data transformations.
Step 1: Evaluate Statement A and B.
Statement A is correct. By definition, standard deviation is the square root of the variance, which is the average of the squared deviations from the mean (root-mean-square deviation). Statement B is also correct because it is derived from squared values and a square root; it can be zero (if all data points are identical) or positive, but never negative.
Step 2: Evaluate Statement C (Change of Origin).
This is incorrect. Standard deviation is independent of the change of origin. This means if you add or subtract a constant value from every data point in a set, the standard deviation remains exactly the same because the relative "spread" hasn't changed.
Step 3: Evaluate Statement D (Change of Scale).
This is incorrect. Standard deviation is dependent on the scale of measurement. If you multiply every data point by a constant $k$, the standard deviation is also multiplied by $|k|$. Therefore, it is not independent of scale.