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Standard error

The standard deviation of the sampling distribution of the mean for a given statistic.

Suppose there is a population of *N* individuals, each of whom has some measurable property *x*. The mean value of this property for a random sample of *n* individuals taken from the population is <*x*>. The distribution of values of <*x*> for all possible samples of *n* individuals is called the *sampling distribution* of the mean. The standard error is then the standard deviation of this distribution.