mean and std deviation of a population equal? Hypothetically, if we have a population of size $n$ whose mean and std deviation are equal, I think with some work we have a constraint that the ratio, (Sum of squared points)/(Sum of points$)^2$ $= \frac{(2n-1)}{n^2}$, which gets small quickly as $n$ gets large. Are there heuristic considerations that might render such a population plausible as an extension of, say, the binomial distribution (as with the Poisson distribution, although that distribution the mean is equal to the variance)? 
Does this property (mean = Sqrt[variance] ) suggest anything about the population generally, if that question is not too vague? I have not encountered a population with this property in any texts, but am fairly sure it has been considered...?

The distributions of exponential type whose variance and mean are related, so that $\operatorname{Var}(X) \sim (\mathbb{E}(X))^p$ for a fixed $p$, are called an index parameter, are known as Tweedie family.
The case you are interested in corresponds to index $p =2$. $\Gamma$-distribution possesses this property (the exponential distribution is a special case of $\Gamma$-distribution).
$\Gamma$-distribution has probability density $f(x) = \frac{1}{\Gamma(\alpha)} x^{\alpha - 1} \beta^{-\alpha} \exp\left(- \frac{x}{\beta}\right) \mathbf{1}_{x > 0}$.
Its mean is $\mu = \alpha \beta$ and variance $\mu_2 = \alpha \beta^2$, hence $\mu_2 = \frac{\mu^2}{\alpha}$. The equality requires $\alpha = 1$, so we recover the exponential distribution as already noted by Michael Hardy.
But we do not have to stay within the exponential family. You can certainly achieve the equality with normal distribution, and with beta distribution, and with many discrete distributions, for instance, the generalized Poisson distribution with $\lambda = \frac{1}{1-\mu}$, both the mean and variance equal $(1 - \mu)^{-2}$.
