05AB1E, 10 bytes

ÅAnIn-ÅA(t

Try it online or verify all test cases.

Explanation:

ÅA # Get the arithmetic mean of the (implicit) input-list
 n  # Square it
 I  # Push the input-list
 n # Square each value in the list
  - # Subtract each squared value from the squared arithmetic mean
 ÅA # Take the arithmetic mean of that
 ( # Negate it
 t # And take the square-root of that
 # (after which it is output implicitly as result)

05AB1E, (削除) 10 (削除ここまで) 7 bytes

ÅA-nÅAt

-3 bytes thanks to @ovs.

Try it online or verify all test cases.

Explanation:

ÅA # Get the arithmetic mean of the (implicit) input-list
 - # Subtract it from each value in the (implicit) input-list
 n # Square each of those
 ÅA # Take the arithmetic mean of that
 t # And take the square-root of that
 # (after which it is output implicitly as result)

05AB1E, 10 bytes

ÅAnIn-ÅA(t

Try it online or verify all test cases.

Explanation:

ÅA # Get the arithmetic mean of the (implicit) input-list
 n # Square it
 I # Push the input-list
 n # Square each value in the list
 - # Subtract each value from the arithmetic mean
 ÅA # Take the arithmetic mean of that
 ( # Negate it
 t # And take the square-root of that
 # (after which it is output implicitly as result)

05AB1E, 10 bytes

ÅAnIn-ÅA(t

Try it online or verify all test cases.

Explanation:

ÅA # Get the arithmetic mean of the (implicit) input-list
 n # Square it
 I # Push the input-list
 n # Square each value in the list
 - # Subtract each squared value from the squared arithmetic mean
 ÅA # Take the arithmetic mean of that
 ( # Negate it
 t # And take the square-root of that
 # (after which it is output implicitly as result)