Physics307L:Schedule/Week 4 agenda/Calculating mean/Standard error

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From wikipedia

See also: http://support.microsoft.com/kb/214076

Standard error of the mean

The standard error of the mean of a sample from a population is the standard deviation of the sampling distribution of the mean, and may be estimated by the formula:

S_E = \frac{\widehat\sigma}{\sqrt{n}}

where

\widehat\sigma is an estimate of the standard deviation σ of the population, and
n is the size (number of items) of the sample.

Note: Standard error may also be defined as the standard deviation of the residual error term. (Kenney and Keeping, p. 187; Zwillinger 1995, p. 626)


Standard errors

Single sample

  • \sigma_{\overline{x}} = \frac{\sigma}{\sqrt{n}}
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