Standard Error

There appear to be two different definitions of the standard error.

The standard error of a sample of sample size n is the sample's standard deviation divided by sqrt(n). It therefore estimates the standard deviation of the sample mean based on the population mean (Press et al. 1992, p. 465). Note that while this definition makes no reference to a normal distribution, many uses of this quantity implicitly assume such a distribution.

The standard error of an estimate may also be defined as the square root of the estimated error variance sigma^^^2 of the quantity,

 s_e=sqrt(sigma^^^2)

(Kenney and Keeping 1951, p. 187; Zwillinger 1995, p. 626).

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