Standard error
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What does it mean?
Standard error is the standard deviation of a statistic’s sampling distribution, often estimated from data. It differs from the standard deviation describing individual observations.
Think through an example.
An everyday example
For independent observations, the estimated standard error of the mean is s/√n. With s=10 minutes and n=100, it is 1 minute.
Test your understanding.
True or false?
Standard error can decrease while individual observations retain the same standard deviation.
Make the next connection
Explore related concepts to deepen your understanding.
Sources and further reading
Explore the foundations and methodological details in these resources. Examples on this page were created for illustration.
- Penn State Source in EnglishSampling Distributions