Standard Error of the Mean

The standard error of the mean is an estimate of the standard deviation of means that would be found if many samples of n items were repeatedly collected from the same population.

An alternate description: Suppose many samples of size n were repeatedly collected from the same population and the means of these many samples were calculated. The means of the samples would themselves form a data set. The standard error of the mean is an estimate of the standard deviation of this theoretical sample of means.

Standard Error of the Mean (SE)

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where

S

= Sample Standard Deviation

n

= number of data values for a sample

See Also

Data Statistics

95% and 99% Confidence Interval for the Mean

Average Deviation

Coefficient of Kurtosis

Coefficient of Skewness

Coefficient of Variation

Critical Value of K-S Statistic at 90%, 95%, and 99% Significance Level

Kolmogorov-Smirnov Goodness of Fit Statistic for Normal Distribution

Mean

Standard Deviation

Statistics References

Variance