Statistics & Probability
Advanced

Standard Error of the Mean

Standard deviation of the sample mean.

Formula

SE=σnSE = \frac{\sigma}{\sqrt{n}}

Variables

\sigmaStandard deviation
nSample size

Example

With σ = 10 and n = 100, the standard error of the mean is 10/√100 = 1.

Did You Know?

The standard error shrinks as √n — to double your precision you need four times the data.

standard errorstatistics