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Standard Error of the Mean

Edited by: Published: 2008
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The standard error of the mean refers to the standard deviation of the sampling distribution of the sample mean. This distribution represents all possible sample means that could be computed from samples selected according to a specified sample size and sampling design. The standard error of the mean quantifies how much variation is expected to be present in the sample means that would be computed from each and every possible sample, of a given size, taken from the population. The standard error of the mean is measured in the same units as the original data and is often denoted by SE(

) or simply as SE. Larger SE values imply more variation in sample means across possible samples of the same size; smaller SE values imply ...

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