4.4:

Standard Error of the Mean

JoVE Core
Statistics
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JoVE Core Statistics
Standard Error of the Mean

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April 30, 2023

The sampling variability of a statistic is defined as how much the statistic varies from one sample to another. The sampling variability of a statistic is typically measured by measuring its standard error.

The standard error of the mean is an example of a standard error. It is a unique standard deviation known as the standard deviation of the sampling distribution of the mean. The standard error of the mean is a statistic that calculates how correctly a sample distribution represents a population using standard deviation. The standard deviation of all the sample means is denoted as Figure1, which is also called the standard error of the mean.

This text is adapted from Openstax, Introductory Statistics, Section 2.7 Measures of the Spread of the Data