diff --git a/stats/correlation.go b/stats/correlation.go
index f2a7ac6..0a17d3a 100644
--- a/stats/correlation.go
+++ b/stats/correlation.go
@@ -91,8 +91,8 @@ func pearsonCorrelation(dlX, dlY insyra.IDataList) *big.Rat {
 	cov := Covariance(dlX, dlY)
 
 	// 計算標準差
-	stdX := new(big.Rat).SetFloat64(dlX.Stdev().(float64))
-	stdY := new(big.Rat).SetFloat64(dlY.Stdev().(float64))
+	stdX := new(big.Rat).SetFloat64(dlX.Stdev())
+	stdY := new(big.Rat).SetFloat64(dlY.Stdev())
 
 	// 防止除以0
 	if stdX.Sign() == 0 || stdY.Sign() == 0 {
diff --git a/stats/ttest.go b/stats/ttest.go
index 0dcfb60..ce2091b 100644
--- a/stats/ttest.go
+++ b/stats/ttest.go
@@ -29,7 +29,7 @@ func SingleSampleTTest(data insyra.IDataList, mu float64) *TTestResult {
 	mean := data.Mean()
 
 	// 計算標準差和標準誤差
-	stddev := data.Stdev().(float64)
+	stddev := data.Stdev()
 	standardError := stddev / math.Sqrt(float64(n))
 
 	// 計算 t 值
@@ -60,8 +60,8 @@ func TwoSampleTTest(data1, data2 insyra.IDataList, equalVariance bool) *TTestRes
 	mean2 := data2.Mean()
 
 	// 計算兩個樣本的標準差
-	stddev1 := data1.Stdev().(float64)
-	stddev2 := data2.Stdev().(float64)
+	stddev1 := data1.Stdev()
+	stddev2 := data2.Stdev()
 
 	var standardError float64
 	var df int
@@ -110,7 +110,7 @@ func PairedTTest(data1, data2 insyra.IDataList) *TTestResult {
 
 	// 計算差值的均值和標準差
 	meanDiff := insyra.NewDataList(diffs).Mean()
-	stddevDiff := insyra.NewDataList(diffs).Stdev().(float64)
+	stddevDiff := insyra.NewDataList(diffs).Stdev()
 
 	// 計算 t 值
 	standardError := stddevDiff / math.Sqrt(float64(n))