Standard Error of Mean
Standard deviation of the sampling distribution.
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Formula
SE = σ ÷ √n
Standard error shrinks as sample size grows — means become more precise.
Worked example
σ=8 with n=50 gives SE ≈ 1.13.
Where this can give the wrong answer
- Uses population σ; sample s substitutes in practice.
- Independent observations assumed.
- Clustered data needs design effect.
FAQ
- SD describes individuals; SE describes uncertainty of the mean.