A simple conciseness improvement would be to inline non-informative variables:

template <typename IT>
E std_dev(IT begin, IT end){
    auto N = std::distance(begin, end);
    E variance = std::accumulate(begin,  end, E{}, [average=std::accumulate(begin, end, E{}) / N](E init, E value) -> E {
        return init + (value - average)*(value - average);
    });
    return std::sqrt(variance * 1.0 / (N - 1));
}

average was moved into the lambda capture (C++14(?)) and the lambda itself was passed directly to std::accumulate.

A simple conciseness improvement would be to inline non-informative variables:

template <typename IT>
E std_dev(IT begin, IT end) {
    auto N = std::distance(begin, end);
    E variance = std::accumulate(begin,  end, E{},
        [average=std::accumulate(begin, end, E{}) / N](E init, E value) -> E
    {
        return init + (value - average)*(value - average);
    });
    return std::sqrt(variance * 1.0 / (N - 1));
}

average was moved into the lambda capture (C++14(?)) and the lambda itself was passed directly to std::accumulate.