The standard error of a method of measurement or estimation is the standard deviation of the sampling distribution associated with the estimation method. The term may also be used to refer to an estimate of that standard deviation, derived from a particular sample used to compute the estimate.
For example, the sample mean is the usual estimator of a population mean. However, different samples drawn from that same population would in general have ...
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The standard error of a method of measurement or estimation is the standard deviation of the sampling distribution associated with the estimation method. The term may also be used to refer to an estimate of that standard deviation, derived from a particular sample used to compute the estimate.
For example, the sample mean is the usual estimator of a population mean. However, different samples drawn from that same population would in general have different values of the sample mean. The standard error of the mean (i.e., of using the sample mean as a method of estimating the population mean) is the standard deviation of those sample means over all possible samples (of a given size) drawn from the population. Secondarily, the standard error of the mean can refer to an estimate of that standard deviation, computed from the sample of data being analysed at the time.
The term standard error is derived from the fact that, as long as the estimator is unbiased, the standard deviation of the...
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