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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.

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