Next section: Central limit theorem

The standard error of a statistic is the standard deviation of the sampling distribution of that statistic. Standard errors are important because they reflect how much sampling fluctuation a statistic will show. The inferential statistics involved in the construction of confidence intervals and significance testing are based on standard errors. The standard error of a statistic depends on the sample size. In general, the larger the sample size the smaller the standard error. The standard error of a statistic is usually designated by the Greek letter sigma (σ) with a subscript indicating the statistic. For instance, the standard error of the mean is indicated by the symbol: σ

Click on a statistic to view its standard error.

mean

difference between mean

linear combination of means

Pearson's correlation

median

standard deviation

proportion

difference between proportions

Next section: Central limit theorem