Standard Error of the Mean (1 of 2)
The standard error of the mean is designated as: σM. It is the standard deviation of the sampling distribution of the mean. The formula for the standard error of the mean is:
where σ is the standard deviation of the original distribution and N is the sample size (the number of scores each mean is based upon). This formula does not assume a normal distribution. However, many of the uses of the formula do assume a normal distribution. The formula shows that the larger the sample size, the smaller the standard error of the mean. More specifically, the size of the standard error of the mean is inversely proportional to the square root of the sample size.