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Standard error - Wikipedia

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</a> <ul id="toc-Accuracy_of_the_estimator-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Derivation" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Derivation"> <div class="vector-toc-text"> <span class="vector-toc-numb">1.3</span> <span>Derivation</span> </div> </a> <ul id="toc-Derivation-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Independent_and_identically_distributed_random_variables_with_random_sample_size" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Independent_and_identically_distributed_random_variables_with_random_sample_size"> <div class="vector-toc-text"> <span class="vector-toc-numb">1.4</span> <span>Independent and identically distributed random variables with random sample size</span> </div> </a> <ul id="toc-Independent_and_identically_distributed_random_variables_with_random_sample_size-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li 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subsection</span> </button> <ul id="toc-Assumptions_and_usage-sublist" class="vector-toc-list"> <li id="toc-Standard_error_of_mean_versus_standard_deviation" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Standard_error_of_mean_versus_standard_deviation"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Standard error of mean versus standard deviation</span> </div> </a> <ul id="toc-Standard_error_of_mean_versus_standard_deviation-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Extensions" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Extensions"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>Extensions</span> </div> </a> <button aria-controls="toc-Extensions-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Extensions subsection</span> </button> <ul id="toc-Extensions-sublist" class="vector-toc-list"> <li id="toc-Finite_population_correction_(FPC)" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Finite_population_correction_(FPC)"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.1</span> <span>Finite population correction (FPC)</span> </div> </a> <ul id="toc-Finite_population_correction_(FPC)-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Correction_for_correlation_in_the_sample" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Correction_for_correlation_in_the_sample"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.2</span> <span>Correction for correlation in the sample</span> </div> </a> <ul id="toc-Correction_for_correlation_in_the_sample-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" > <input type="checkbox" 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Available in 35 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-35" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">35 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ar mw-list-item"><a href="https://ar.wikipedia.org/wiki/%D8%AE%D8%B7%D8%A3_%D9%85%D8%B9%D9%8A%D8%A7%D8%B1%D9%8A_(%D8%A5%D8%AD%D8%B5%D8%A7%D8%A1)" title="خطأ معياري (إحصاء) – Arabic" lang="ar" hreflang="ar" data-title="خطأ معياري (إحصاء)" data-language-autonym="العربية" data-language-local-name="Arabic" class="interlanguage-link-target"><span>العربية</span></a></li><li class="interlanguage-link interwiki-ast mw-list-item"><a href="https://ast.wikipedia.org/wiki/Error_est%C3%A1ndar" title="Error estándar – Asturian" lang="ast" hreflang="ast" data-title="Error estándar" data-language-autonym="Asturianu" data-language-local-name="Asturian" class="interlanguage-link-target"><span>Asturianu</span></a></li><li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Error_est%C3%A0ndard" title="Error estàndard – Catalan" lang="ca" hreflang="ca" data-title="Error estàndard" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/Standardn%C3%AD_chyba" title="Standardní chyba – Czech" lang="cs" hreflang="cs" data-title="Standardní chyba" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Standardfehler" title="Standardfehler – German" lang="de" hreflang="de" data-title="Standardfehler" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-et mw-list-item"><a href="https://et.wikipedia.org/wiki/Standardviga" title="Standardviga – Estonian" lang="et" hreflang="et" data-title="Standardviga" data-language-autonym="Eesti" data-language-local-name="Estonian" class="interlanguage-link-target"><span>Eesti</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Error_est%C3%A1ndar" title="Error estándar – Spanish" lang="es" hreflang="es" data-title="Error estándar" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eo mw-list-item"><a href="https://eo.wikipedia.org/wiki/Norma_eraro" title="Norma eraro – Esperanto" lang="eo" hreflang="eo" data-title="Norma eraro" data-language-autonym="Esperanto" data-language-local-name="Esperanto" class="interlanguage-link-target"><span>Esperanto</span></a></li><li class="interlanguage-link interwiki-eu mw-list-item"><a href="https://eu.wikipedia.org/wiki/Errore_estandar" title="Errore estandar – Basque" lang="eu" hreflang="eu" data-title="Errore estandar" data-language-autonym="Euskara" data-language-local-name="Basque" class="interlanguage-link-target"><span>Euskara</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D8%AE%D8%B7%D8%A7%DB%8C_%D8%A7%D8%B3%D8%AA%D8%A7%D9%86%D8%AF%D8%A7%D8%B1%D8%AF_%D9%85%DB%8C%D8%A7%D9%86%DA%AF%DB%8C%D9%86" title="خطای استاندارد میانگین – Persian" lang="fa" hreflang="fa" data-title="خطای استاندارد میانگین" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/Erreur_type" title="Erreur type – French" lang="fr" hreflang="fr" data-title="Erreur type" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-gl mw-list-item"><a href="https://gl.wikipedia.org/wiki/Erro_padr%C3%B3n" title="Erro padrón – Galician" lang="gl" hreflang="gl" data-title="Erro padrón" data-language-autonym="Galego" data-language-local-name="Galician" class="interlanguage-link-target"><span>Galego</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%ED%91%9C%EC%A4%80_%EC%98%A4%EC%B0%A8" title="표준 오차 – Korean" lang="ko" hreflang="ko" data-title="표준 오차" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-hi mw-list-item"><a href="https://hi.wikipedia.org/wiki/%E0%A4%AE%E0%A4%BE%E0%A4%A8%E0%A4%95_%E0%A4%A4%E0%A5%8D%E0%A4%B0%E0%A5%81%E0%A4%9F%E0%A4%BF" title="मानक त्रुटि – Hindi" lang="hi" hreflang="hi" data-title="मानक त्रुटि" data-language-autonym="हिन्दी" data-language-local-name="Hindi" class="interlanguage-link-target"><span>हिन्दी</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Errore_standard" title="Errore standard – Italian" lang="it" hreflang="it" data-title="Errore standard" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%A9%D7%92%D7%99%D7%90%D7%AA_%D7%AA%D7%A7%D7%9F" title="שגיאת תקן – Hebrew" lang="he" hreflang="he" data-title="שגיאת תקן" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-hu mw-list-item"><a href="https://hu.wikipedia.org/wiki/Standard_hiba" title="Standard hiba – Hungarian" lang="hu" hreflang="hu" data-title="Standard hiba" data-language-autonym="Magyar" data-language-local-name="Hungarian" class="interlanguage-link-target"><span>Magyar</span></a></li><li class="interlanguage-link interwiki-mk mw-list-item"><a href="https://mk.wikipedia.org/wiki/%D0%A1%D1%82%D0%B0%D0%BD%D0%B4%D0%B0%D1%80%D0%B4%D0%BD%D0%B0_%D0%B3%D1%80%D0%B5%D1%88%D0%BA%D0%B0" title="Стандардна грешка – Macedonian" lang="mk" hreflang="mk" data-title="Стандардна грешка" data-language-autonym="Македонски" data-language-local-name="Macedonian" class="interlanguage-link-target"><span>Македонски</span></a></li><li class="interlanguage-link interwiki-ms mw-list-item"><a href="https://ms.wikipedia.org/wiki/Ralat_piawai" title="Ralat piawai – Malay" lang="ms" hreflang="ms" data-title="Ralat piawai" data-language-autonym="Bahasa Melayu" data-language-local-name="Malay" class="interlanguage-link-target"><span>Bahasa Melayu</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Standaardfout" title="Standaardfout – Dutch" lang="nl" hreflang="nl" data-title="Standaardfout" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E6%A8%99%E6%BA%96%E8%AA%A4%E5%B7%AE" title="標準誤差 – Japanese" lang="ja" hreflang="ja" data-title="標準誤差" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-no mw-list-item"><a href="https://no.wikipedia.org/wiki/Standardfeil" title="Standardfeil – Norwegian Bokmål" lang="nb" hreflang="nb" data-title="Standardfeil" data-language-autonym="Norsk bokmål" data-language-local-name="Norwegian Bokmål" class="interlanguage-link-target"><span>Norsk bokmål</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/B%C5%82%C4%85d_standardowy" title="Błąd standardowy – Polish" lang="pl" hreflang="pl" data-title="Błąd standardowy" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-pt mw-list-item"><a href="https://pt.wikipedia.org/wiki/Erro_padr%C3%A3o" title="Erro padrão – Portuguese" lang="pt" hreflang="pt" data-title="Erro padrão" data-language-autonym="Português" data-language-local-name="Portuguese" class="interlanguage-link-target"><span>Português</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%A1%D1%82%D0%B0%D0%BD%D0%B4%D0%B0%D1%80%D1%82%D0%BD%D0%B0%D1%8F_%D0%BE%D1%88%D0%B8%D0%B1%D0%BA%D0%B0" title="Стандартная ошибка – Russian" lang="ru" hreflang="ru" data-title="Стандартная ошибка" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-simple mw-list-item"><a href="https://simple.wikipedia.org/wiki/Standard_error" title="Standard error – Simple English" lang="en-simple" hreflang="en-simple" data-title="Standard error" data-language-autonym="Simple English" data-language-local-name="Simple English" class="interlanguage-link-target"><span>Simple English</span></a></li><li class="interlanguage-link interwiki-sr mw-list-item"><a href="https://sr.wikipedia.org/wiki/Standardna_gre%C5%A1ka" title="Standardna greška – Serbian" lang="sr" hreflang="sr" data-title="Standardna greška" data-language-autonym="Српски / srpski" data-language-local-name="Serbian" class="interlanguage-link-target"><span>Српски / srpski</span></a></li><li class="interlanguage-link interwiki-su mw-list-item"><a href="https://su.wikipedia.org/wiki/Standar_kasalahan_(statistis)" title="Standar kasalahan (statistis) – Sundanese" lang="su" hreflang="su" data-title="Standar kasalahan (statistis)" data-language-autonym="Sunda" data-language-local-name="Sundanese" class="interlanguage-link-target"><span>Sunda</span></a></li><li class="interlanguage-link interwiki-fi mw-list-item"><a href="https://fi.wikipedia.org/wiki/Keskivirhe" title="Keskivirhe – Finnish" lang="fi" hreflang="fi" data-title="Keskivirhe" data-language-autonym="Suomi" data-language-local-name="Finnish" class="interlanguage-link-target"><span>Suomi</span></a></li><li class="interlanguage-link interwiki-sv mw-list-item"><a href="https://sv.wikipedia.org/wiki/Standardfel" title="Standardfel – Swedish" lang="sv" hreflang="sv" data-title="Standardfel" data-language-autonym="Svenska" data-language-local-name="Swedish" class="interlanguage-link-target"><span>Svenska</span></a></li><li class="interlanguage-link interwiki-ta mw-list-item"><a href="https://ta.wikipedia.org/wiki/%E0%AE%A4%E0%AE%BF%E0%AE%9F%E0%AF%8D%E0%AE%9F%E0%AE%AA%E0%AF%8D%E0%AE%AA%E0%AE%BF%E0%AE%B4%E0%AF%88" title="திட்டப்பிழை – Tamil" lang="ta" hreflang="ta" data-title="திட்டப்பிழை" data-language-autonym="தமிழ்" data-language-local-name="Tamil" class="interlanguage-link-target"><span>தமிழ்</span></a></li><li class="interlanguage-link interwiki-tr mw-list-item"><a href="https://tr.wikipedia.org/wiki/Standart_hata" title="Standart hata – Turkish" lang="tr" hreflang="tr" data-title="Standart hata" data-language-autonym="Türkçe" data-language-local-name="Turkish" class="interlanguage-link-target"><span>Türkçe</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%A1%D0%B5%D1%80%D0%B5%D0%B4%D0%BD%D1%94_%D0%BA%D0%B2%D0%B0%D0%B4%D1%80%D0%B0%D1%82%D0%B8%D1%87%D0%BD%D0%B5_%D0%B2%D1%96%D0%B4%D1%85%D0%B8%D0%BB%D0%B5%D0%BD%D0%BD%D1%8F_%D1%81%D0%B5%D1%80%D0%B5%D0%B4%D0%BD%D1%8C%D0%BE%D0%B3%D0%BE_%D0%B0%D1%80%D0%B8%D1%84%D0%BC%D0%B5%D1%82%D0%B8%D1%87%D0%BD%D0%BE%D0%B3%D0%BE" title="Середнє квадратичне відхилення середнього арифметичного – Ukrainian" lang="uk" hreflang="uk" data-title="Середнє квадратичне відхилення середнього арифметичного" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-zh-yue mw-list-item"><a href="https://zh-yue.wikipedia.org/wiki/%E6%A8%99%E6%BA%96%E8%AA%A4%E5%B7%AE" title="標準誤差 – Cantonese" lang="yue" hreflang="yue" data-title="標準誤差" 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class="vector-body" aria-labelledby="firstHeading" data-mw-ve-target-container> <div class="vector-body-before-content"> <div class="mw-indicators"> </div> <div id="siteSub" class="noprint">From Wikipedia, the free encyclopedia</div> </div> <div id="contentSub"><div id="mw-content-subtitle"></div></div> <div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="en" dir="ltr"><div class="shortdescription nomobile noexcerpt noprint searchaux" style="display:none">Statistical property</div> <style data-mw-deduplicate="TemplateStyles:r1236090951">.mw-parser-output .hatnote{font-style:italic}.mw-parser-output div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">For the computer programming concept, see <a href="/wiki/Standard_error_stream" class="mw-redirect" title="Standard error stream">standard error stream</a>.</div> <figure typeof="mw:File/Thumb"><a href="/wiki/File:Standard_deviation_diagram.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/8/8c/Standard_deviation_diagram.svg/325px-Standard_deviation_diagram.svg.png" decoding="async" width="325" height="163" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/8/8c/Standard_deviation_diagram.svg/488px-Standard_deviation_diagram.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/8/8c/Standard_deviation_diagram.svg/650px-Standard_deviation_diagram.svg.png 2x" data-file-width="400" data-file-height="200" /></a><figcaption>For a value that is sampled with an unbiased <a href="/wiki/Normal_distribution" title="Normal distribution">normally distributed</a> error, the above depicts the proportion of samples that would fall between 0, 1, 2, and 3 standard deviations above and below the actual value.</figcaption></figure> <p>The <b>standard error</b> (<b>SE</b>)<sup id="cite_ref-:0_1-0" class="reference"><a href="#cite_note-:0-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup> of a <a href="/wiki/Statistic" title="Statistic">statistic</a> (usually an estimate of a <a href="/wiki/Statistical_parameter" title="Statistical parameter">parameter</a>) is the <a href="/wiki/Standard_deviation" title="Standard deviation">standard deviation</a> of its <a href="/wiki/Sampling_distribution" title="Sampling distribution">sampling distribution</a><sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">&#91;</span>2<span class="cite-bracket">&#93;</span></a></sup> or an estimate of that standard deviation. If the statistic is the sample mean, it is called the <b>standard error of the mean</b> (<b>SEM</b>).<sup id="cite_ref-:0_1-1" class="reference"><a href="#cite_note-:0-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup> The standard error is a key ingredient in producing <a href="/wiki/Confidence_interval" title="Confidence interval">confidence intervals</a>.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">&#91;</span>3<span class="cite-bracket">&#93;</span></a></sup> </p><p>The <a href="/wiki/Sampling_distribution" title="Sampling distribution">sampling distribution</a> of a mean is generated by repeated sampling from the same population and recording of the sample means obtained. This forms a distribution of different means, and this distribution has its own <a href="/wiki/Mean" title="Mean">mean</a> and <a href="/wiki/Variance" title="Variance">variance</a>. Mathematically, the variance of the sampling mean distribution obtained is equal to the variance of the population divided by the sample size. This is because as the sample size increases, sample means cluster more closely around the population mean. </p><p>Therefore, the relationship between the standard error of the mean and the standard deviation is such that, for a given sample size, the standard error of the mean equals the standard deviation divided by the <a href="/wiki/Square_root" title="Square root">square root</a> of the sample size.<sup id="cite_ref-:0_1-2" class="reference"><a href="#cite_note-:0-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup> In other words, the standard error of the mean is a measure of the dispersion of sample means around the population mean. </p><p>In <a href="/wiki/Regression_analysis" title="Regression analysis">regression analysis</a>, the term "standard error" refers either to the square root of the <a href="/wiki/Reduced_chi-squared_statistic" title="Reduced chi-squared statistic">reduced chi-squared statistic</a> or the standard error for a particular regression coefficient (as used in, say, <a href="/wiki/Confidence_interval" title="Confidence interval">confidence intervals</a>). </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Standard_error_of_the_sample_mean">Standard error of the sample mean</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=1" title="Edit section: Standard error of the sample mean"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Exact_value">Exact value</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=2" title="Edit section: Exact value"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Suppose a statistically independent sample of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> observations <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1},x_{2},\ldots ,x_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{1},x_{2},\ldots ,x_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8694289524164f895d6665f163e14c4dc5ec648d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.528ex; height:2.009ex;" alt="{\displaystyle x_{1},x_{2},\ldots ,x_{n}}"></span> is taken from a <a href="/wiki/Statistical_population" title="Statistical population">statistical population</a> with a <a href="/wiki/Standard_deviation" title="Standard deviation">standard deviation</a> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span>. The mean value calculated from the sample, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.009ex;" alt="{\displaystyle {\bar {x}}}"></span>, will have an associated <i>standard error on the mean</i>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\sigma }_{\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03C3;<!-- σ --></mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\sigma }_{\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c4057dbd472159453eed97cb2dab668cade36e56" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.505ex; height:2.176ex;" alt="{\displaystyle {\sigma }_{\bar {x}}}"></span>, given by:<sup id="cite_ref-:0_1-3" class="reference"><a href="#cite_note-:0-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\sigma }_{\bar {x}}={\frac {\sigma }{\sqrt {n}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03C3;<!-- σ --></mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>&#x03C3;<!-- σ --></mi> <msqrt> <mi>n</mi> </msqrt> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\sigma }_{\bar {x}}={\frac {\sigma }{\sqrt {n}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1dce962a8f0dee07c39160c4aca8f7af5c72f90c" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:10.417ex; height:5.676ex;" alt="{\displaystyle {\sigma }_{\bar {x}}={\frac {\sigma }{\sqrt {n}}}.}"></span> </p><p>Practically this tells us that when trying to estimate the value of a population mean, due to the factor <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1/{\sqrt {n}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mi>n</mi> </msqrt> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1/{\sqrt {n}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e07670d2dac5bafa33cf25175a1374206563e22e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:5.656ex; height:3.009ex;" alt="{\displaystyle 1/{\sqrt {n}}}"></span>, reducing the error on the estimate by a factor of two requires acquiring four times as many observations in the sample; reducing it by a factor of ten requires a hundred times as many observations. </p> <div class="mw-heading mw-heading3"><h3 id="Estimate">Estimate</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=3" title="Edit section: Estimate"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The standard deviation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span> of the population being sampled is seldom known. Therefore, the standard error of the mean is usually estimated by replacing <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span> with the <a href="/wiki/Standard_deviation#Corrected_sample_standard_deviation" title="Standard deviation">sample standard deviation</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma _{x}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma _{x}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ebf4ab08fe163a6c495cad6f4d67653287c4044c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.5ex; height:2.009ex;" alt="{\displaystyle \sigma _{x}}"></span> instead: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\sigma }_{\bar {x}}\ \approx {\frac {\sigma _{x}}{\sqrt {n}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03C3;<!-- σ --></mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </msub> <mtext>&#xA0;</mtext> <mo>&#x2248;<!-- ≈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> <msqrt> <mi>n</mi> </msqrt> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\sigma }_{\bar {x}}\ \approx {\frac {\sigma _{x}}{\sqrt {n}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cd6210098f75970f80ea7172d5e883e30833e352" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:10.998ex; height:5.676ex;" alt="{\displaystyle {\sigma }_{\bar {x}}\ \approx {\frac {\sigma _{x}}{\sqrt {n}}}.}"></span> </p><p>As this is only an <a href="/wiki/Estimator" title="Estimator">estimator</a> for the true "standard error", it is common to see other notations here such as: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {\sigma }}_{\bar {x}}:={\frac {\sigma _{x}}{\sqrt {n}}}\qquad {\text{ or }}\qquad {s}_{\bar {x}}\ :={\frac {s}{\sqrt {n}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>&#x03C3;<!-- σ --></mi> <mo>&#x005E;<!-- ^ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </msub> <mo>:=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> <msqrt> <mi>n</mi> </msqrt> </mfrac> </mrow> <mspace width="2em" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>&#xA0;or&#xA0;</mtext> </mrow> <mspace width="2em" /> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi>s</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </msub> <mtext>&#xA0;</mtext> <mo>:=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>s</mi> <msqrt> <mi>n</mi> </msqrt> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {\sigma }}_{\bar {x}}:={\frac {\sigma _{x}}{\sqrt {n}}}\qquad {\text{ or }}\qquad {s}_{\bar {x}}\ :={\frac {s}{\sqrt {n}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6d5824ab7a8e07b5dc45412c0bf34e4f05c43c8e" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:34.353ex; height:5.676ex;" alt="{\displaystyle {\widehat {\sigma }}_{\bar {x}}:={\frac {\sigma _{x}}{\sqrt {n}}}\qquad {\text{ or }}\qquad {s}_{\bar {x}}\ :={\frac {s}{\sqrt {n}}}.}"></span> </p><p>A common source of confusion occurs when failing to distinguish clearly between: </p> <ul><li>the standard deviation of the <i>population</i> (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span>),</li> <li>the standard deviation of the <i>sample</i> (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma _{x}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma _{x}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ebf4ab08fe163a6c495cad6f4d67653287c4044c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.5ex; height:2.009ex;" alt="{\displaystyle \sigma _{x}}"></span>),</li> <li>the standard deviation of the <i>mean</i> itself (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma _{\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma _{\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6f211489ec55dc4fa9a3cde0b66405be6202cd02" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.505ex; height:2.176ex;" alt="{\displaystyle \sigma _{\bar {x}}}"></span>, which is the standard error), and</li> <li>the <i>estimator</i> of the standard deviation of the mean (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {\sigma }}_{\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>&#x03C3;<!-- σ --></mi> <mo>&#x005E;<!-- ^ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {\sigma }}_{\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0327aaeb4f87657f55a15ffd82761511adf371b1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.508ex; height:2.843ex;" alt="{\displaystyle {\widehat {\sigma }}_{\bar {x}}}"></span>, which is the most often calculated quantity, and is also often colloquially called the <i>standard error</i>).</li></ul> <div class="mw-heading mw-heading4"><h4 id="Accuracy_of_the_estimator">Accuracy of the estimator</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=4" title="Edit section: Accuracy of the estimator"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>When the sample size is small, using the standard deviation of the sample instead of the true standard deviation of the population will tend to systematically underestimate the population standard deviation, and therefore also the standard error. With <i>n</i> = 2, the underestimate is about 25%, but for <i>n</i> = 6, the underestimate is only 5%. Gurland and Tripathi (1971) provide a correction and equation for this effect.<sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">&#91;</span>4<span class="cite-bracket">&#93;</span></a></sup> Sokal and Rohlf (1981) give an equation of the correction factor for small samples of <i>n</i> &lt; 20.<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">&#91;</span>5<span class="cite-bracket">&#93;</span></a></sup> See <a href="/wiki/Unbiased_estimation_of_standard_deviation" title="Unbiased estimation of standard deviation">unbiased estimation of standard deviation</a> for further discussion. </p> <div class="mw-heading mw-heading3"><h3 id="Derivation">Derivation</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=5" title="Edit section: Derivation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The standard error on the mean may be derived from the <a href="/wiki/Variance" title="Variance">variance</a> of a sum of independent random variables,<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">&#91;</span>6<span class="cite-bracket">&#93;</span></a></sup> given the <a href="/wiki/Variance#Definition" title="Variance">definition</a> of variance and some <a href="/wiki/Variance#Properties" title="Variance">properties</a> thereof. If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1},x_{2},\ldots ,x_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{1},x_{2},\ldots ,x_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8694289524164f895d6665f163e14c4dc5ec648d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.528ex; height:2.009ex;" alt="{\displaystyle x_{1},x_{2},\ldots ,x_{n}}"></span> is a sample of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> independent observations from a population with mean <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.009ex;" alt="{\displaystyle {\bar {x}}}"></span> and standard deviation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span>, then we can define the total <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T=(x_{1}+x_{2}+\cdots +x_{n})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> <mo>=</mo> <mo stretchy="false">(</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>+</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>+</mo> <mo>&#x22EF;<!-- ⋯ --></mo> <mo>+</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T=(x_{1}+x_{2}+\cdots +x_{n})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b6b2f6817f596c1186a39eb5fe59e2d94075e7de" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:25.104ex; height:2.843ex;" alt="{\displaystyle T=(x_{1}+x_{2}+\cdots +x_{n})}"></span> which due to the <a href="/wiki/Bienaym%C3%A9%27s_identity" title="Bienaymé&#39;s identity">Bienaymé formula</a>, will have variance <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Var} (T)={\big (}\operatorname {Var} (x_{1})+\operatorname {Var} (x_{2})+\cdots +\operatorname {Var} (x_{n}){\big )}=n\sigma ^{2}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>T</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mo maxsize="1.2em" minsize="1.2em">(</mo> </mrow> </mrow> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>+</mo> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>+</mo> <mo>&#x22EF;<!-- ⋯ --></mo> <mo>+</mo> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mo maxsize="1.2em" minsize="1.2em">)</mo> </mrow> </mrow> <mo>=</mo> <mi>n</mi> <msup> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Var} (T)={\big (}\operatorname {Var} (x_{1})+\operatorname {Var} (x_{2})+\cdots +\operatorname {Var} (x_{n}){\big )}=n\sigma ^{2}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/54a083de2bda5a6b29db1f1fd714f94239be5f84" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:55.843ex; height:3.343ex;" alt="{\displaystyle \operatorname {Var} (T)={\big (}\operatorname {Var} (x_{1})+\operatorname {Var} (x_{2})+\cdots +\operatorname {Var} (x_{n}){\big )}=n\sigma ^{2}.}"></span> where we've approximated the standard deviations, i.e., the uncertainties, of the measurements themselves with the best value for the standard deviation of the population. The mean of these measurements <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.009ex;" alt="{\displaystyle {\bar {x}}}"></span> is given by <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}=T/n.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> <mo>=</mo> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>n</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}=T/n.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d65b7d9a1b91b2fe737163a5c00a6b85da8ff6c9" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.268ex; height:2.843ex;" alt="{\displaystyle {\bar {x}}=T/n.}"></span> </p><p>The variance of the mean is then <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Var} ({\bar {x}})=\operatorname {Var} \left({\frac {T}{n}}\right)={\frac {1}{n^{2}}}\operatorname {Var} (T)={\frac {1}{n^{2}}}n\sigma ^{2}={\frac {\sigma ^{2}}{n}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>T</mi> <mi>n</mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>T</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mi>n</mi> <msup> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msup> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>n</mi> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Var} ({\bar {x}})=\operatorname {Var} \left({\frac {T}{n}}\right)={\frac {1}{n^{2}}}\operatorname {Var} (T)={\frac {1}{n^{2}}}n\sigma ^{2}={\frac {\sigma ^{2}}{n}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2d24b48d6e3e516d491771d9523ab3a89269153e" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:50.928ex; height:6.343ex;" alt="{\displaystyle \operatorname {Var} ({\bar {x}})=\operatorname {Var} \left({\frac {T}{n}}\right)={\frac {1}{n^{2}}}\operatorname {Var} (T)={\frac {1}{n^{2}}}n\sigma ^{2}={\frac {\sigma ^{2}}{n}}.}"></span> </p><p>The standard error is, by definition, the standard deviation of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.009ex;" alt="{\displaystyle {\bar {x}}}"></span> which is the square root of the variance: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma _{\bar {x}}={\sqrt {\frac {\sigma ^{2}}{n}}}={\frac {\sigma }{\sqrt {n}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mfrac> <msup> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mi>n</mi> </mfrac> </msqrt> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>&#x03C3;<!-- σ --></mi> <msqrt> <mi>n</mi> </msqrt> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma _{\bar {x}}={\sqrt {\frac {\sigma ^{2}}{n}}}={\frac {\sigma }{\sqrt {n}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0bbb6c512e046b511e712531dbbd2d0b938aa752" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:19.06ex; height:6.843ex;" alt="{\displaystyle \sigma _{\bar {x}}={\sqrt {\frac {\sigma ^{2}}{n}}}={\frac {\sigma }{\sqrt {n}}}.}"></span> </p><p>For correlated random variables the sample variance needs to be computed according to the <a href="/wiki/Markov_chain_central_limit_theorem" title="Markov chain central limit theorem">Markov chain central limit theorem</a>. </p> <div class="mw-heading mw-heading3"><h3 id="Independent_and_identically_distributed_random_variables_with_random_sample_size">Independent and identically distributed random variables with random sample size</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=6" title="Edit section: Independent and identically distributed random variables with random sample size"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>There are cases when a sample is taken without knowing, in advance, how many observations will be acceptable according to some criterion. In such cases, the sample size <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle N}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>N</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle N}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f5e3890c981ae85503089652feb48b191b57aae3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.064ex; height:2.176ex;" alt="{\displaystyle N}"></span> is a random variable whose variation adds to the variation of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> such that,<span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Var} (T)=\operatorname {E} (N)\operatorname {Var} (X)+\operatorname {Var} (N){\big (}\operatorname {E} (X){\big )}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>T</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi mathvariant="normal">E</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>N</mi> <mo stretchy="false">)</mo> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>+</mo> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>N</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mo maxsize="1.2em" minsize="1.2em">(</mo> </mrow> </mrow> <mi mathvariant="normal">E</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mo maxsize="1.2em" minsize="1.2em">)</mo> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Var} (T)=\operatorname {E} (N)\operatorname {Var} (X)+\operatorname {Var} (N){\big (}\operatorname {E} (X){\big )}^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/165dd037231df04ff77763c243e0375dee139002" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:43.284ex; height:3.676ex;" alt="{\displaystyle \operatorname {Var} (T)=\operatorname {E} (N)\operatorname {Var} (X)+\operatorname {Var} (N){\big (}\operatorname {E} (X){\big )}^{2}}"></span><sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">&#91;</span>7<span class="cite-bracket">&#93;</span></a></sup> which follows from the <a href="/wiki/Law_of_total_variance" title="Law of total variance">law of total variance</a>. </p><p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle N}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>N</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle N}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f5e3890c981ae85503089652feb48b191b57aae3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.064ex; height:2.176ex;" alt="{\displaystyle N}"></span> has a <i><a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson distribution</a></i>, then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} (N)=\operatorname {Var} (N)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>N</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>N</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} (N)=\operatorname {Var} (N)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ddb774308a9675a97a7eb381ce11b284d967b22c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.244ex; height:2.843ex;" alt="{\displaystyle \operatorname {E} (N)=\operatorname {Var} (N)}"></span> with estimator <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n=N}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>=</mo> <mi>N</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n=N}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/78fd6116383f2004f7dd59ff8a81ede1c2f6d3ae" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.557ex; height:2.176ex;" alt="{\displaystyle n=N}"></span>. Hence the estimator of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Var} (T)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Var</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>T</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Var} (T)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/80415050d1eb33300c202c82926ed0727fb8dff8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.263ex; height:2.843ex;" alt="{\displaystyle \operatorname {Var} (T)}"></span> becomes <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle nS_{X}^{2}+n{\bar {X}}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <msubsup> <mi>S</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>+</mo> <mi>n</mi> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>X</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle nS_{X}^{2}+n{\bar {X}}^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f1a2125ada4c2e5da4e32bbfb2d6210651e0866e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.721ex; height:3.676ex;" alt="{\displaystyle nS_{X}^{2}+n{\bar {X}}^{2}}"></span>, leading the following formula for standard error: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {Standard~Error} ({\bar {X}})={\sqrt {\frac {S_{X}^{2}+{\bar {X}}^{2}}{n}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-OP MJX-fixedlimits"> <mi mathvariant="normal">S</mi> <mi mathvariant="normal">t</mi> <mi mathvariant="normal">a</mi> <mi mathvariant="normal">n</mi> <mi mathvariant="normal">d</mi> <mi mathvariant="normal">a</mi> <mi mathvariant="normal">r</mi> <mi mathvariant="normal">d</mi> <mtext>&#xA0;</mtext> <mi mathvariant="normal">E</mi> <mi mathvariant="normal">r</mi> <mi mathvariant="normal">r</mi> <mi mathvariant="normal">o</mi> <mi mathvariant="normal">r</mi> </mrow> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>X</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mfrac> <mrow> <msubsup> <mi>S</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>+</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>X</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> <mi>n</mi> </mfrac> </msqrt> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {Standard~Error} ({\bar {X}})={\sqrt {\frac {S_{X}^{2}+{\bar {X}}^{2}}{n}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e22640d42016cbeaf4a587ee68c7ecf42a54c69b" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:34.352ex; height:7.676ex;" alt="{\displaystyle \operatorname {Standard~Error} ({\bar {X}})={\sqrt {\frac {S_{X}^{2}+{\bar {X}}^{2}}{n}}}}"></span> (since the standard deviation is the square root of the variance). </p> <div class="mw-heading mw-heading2"><h2 id="Student_approximation_when_σ_value_is_unknown"><span id="Student_approximation_when_.CF.83_value_is_unknown"></span>Student approximation when <i>σ</i> value is unknown</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=7" title="Edit section: Student approximation when σ value is unknown"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Further information: <a href="/wiki/Student%27s_t-distribution#Confidence_intervals" title="Student&#39;s t-distribution">Student's t-distribution §&#160;Confidence intervals</a>, and <a href="/wiki/Normal_distribution#Confidence_intervals" title="Normal distribution">Normal distribution §&#160;Confidence intervals</a></div> <p>In many practical applications, the true value of <i>σ</i> is unknown. As a result, we need to use a distribution that takes into account that spread of possible <i>σ'</i>s. When the true underlying distribution is known to be Gaussian, although with unknown σ, then the resulting estimated distribution follows the Student t-distribution. The standard error is the standard deviation of the Student t-distribution. T-distributions are slightly different from Gaussian, and vary depending on the size of the sample. Small samples are somewhat more likely to underestimate the population standard deviation and have a mean that differs from the true population mean, and the Student t-distribution accounts for the probability of these events with somewhat heavier tails compared to a Gaussian. To estimate the standard error of a Student t-distribution it is sufficient to use the sample standard deviation "s" instead of <i>σ</i>, and we could use this value to calculate confidence intervals. </p><p><i>Note:</i> The <a href="/wiki/Student%27s_t-distribution" title="Student&#39;s t-distribution">Student's probability distribution</a> is approximated well by the Gaussian distribution when the sample size is over 100. For such samples one can use the latter distribution, which is much simpler. Also, even though the 'true' distribution of the population is unknown, assuming normality of the sampling distribution makes sense for a reasonable sample size, and under certain sampling conditions, see <a href="/wiki/Central_limit_theorem" title="Central limit theorem">CLT</a>. If these conditions are not met, then using a <a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap distribution</a> to estimate the Standard Error is often a good workaround, but it can be computationally intensive. </p> <div class="mw-heading mw-heading2"><h2 id="Assumptions_and_usage">Assumptions and usage</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=8" title="Edit section: Assumptions and usage"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Further information: <a href="/wiki/Confidence_interval" title="Confidence interval">Confidence interval</a></div> <p>An example of how <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {SE} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>SE</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {SE} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/21aa77356dd80720f122ab7a71e676df9471ccf2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.875ex; height:2.176ex;" alt="{\displaystyle \operatorname {SE} }"></span> is used is to make confidence intervals of the unknown population mean. If the sampling distribution is <a href="/wiki/Normal_distribution" title="Normal distribution">normally distributed</a>, the sample mean, the standard error, and the <a href="/wiki/Quantile" title="Quantile">quantiles</a> of the normal distribution can be used to calculate confidence intervals for the true population mean. The following expressions can be used to calculate the upper and lower 95% confidence limits, where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.009ex;" alt="{\displaystyle {\bar {x}}}"></span> is equal to the sample mean, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {SE} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>SE</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {SE} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/21aa77356dd80720f122ab7a71e676df9471ccf2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.875ex; height:2.176ex;" alt="{\displaystyle \operatorname {SE} }"></span> is equal to the standard error for the sample mean, and <a href="/wiki/1.96" class="mw-redirect" title="1.96">1.96</a> is the approximate value of the 97.5 <a href="/wiki/Percentile" title="Percentile">percentile</a> point of the <a href="/wiki/Normal_distribution" title="Normal distribution">normal distribution</a>: </p> <style data-mw-deduplicate="TemplateStyles:r1126788409">.mw-parser-output .plainlist ol,.mw-parser-output .plainlist ul{line-height:inherit;list-style:none;margin:0;padding:0}.mw-parser-output .plainlist ol li,.mw-parser-output .plainlist ul li{margin-bottom:0}</style><div class="plainlist" style="padding-left: 1.5em"><ul><li>Upper 95% limit = <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}+(\operatorname {SE} \times 1.96)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> <mo>+</mo> <mo stretchy="false">(</mo> <mi>SE</mi> <mo>&#x00D7;<!-- × --></mo> <mn>1.96</mn> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}+(\operatorname {SE} \times 1.96)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/90ed13fc0d217298646adaeb99e17cbf5bc0ddbc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.184ex; height:2.843ex;" alt="{\displaystyle {\bar {x}}+(\operatorname {SE} \times 1.96)}"></span>, and</li><li>Lower 95% limit = <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}-(\operatorname {SE} \times 1.96)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">&#x00AF;<!-- ¯ --></mo> </mover> </mrow> </mrow> <mo>&#x2212;<!-- − --></mo> <mo stretchy="false">(</mo> <mi>SE</mi> <mo>&#x00D7;<!-- × --></mo> <mn>1.96</mn> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}-(\operatorname {SE} \times 1.96)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/50980d5fc7f4a7b9288857346c784395b802adff" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.184ex; height:2.843ex;" alt="{\displaystyle {\bar {x}}-(\operatorname {SE} \times 1.96)}"></span>.</li></ul></div> <p>In particular, the standard error of a <a href="/wiki/Sample_statistic" class="mw-redirect" title="Sample statistic">sample statistic</a> (such as <a href="/wiki/Sample_mean" class="mw-redirect" title="Sample mean">sample mean</a>) is the actual or estimated standard deviation of the sample mean in the process by which it was generated. In other words, it is the actual or estimated standard deviation of the <a href="/wiki/Sampling_distribution" title="Sampling distribution">sampling distribution</a> of the sample statistic. The notation for standard error can be any one of SE, SEM (for standard error of <i>measurement</i> or <i>mean</i>), or S<sub>E</sub>. </p><p>Standard errors provide simple measures of uncertainty in a value and are often used because: </p> <ul><li>in many cases, if the standard error of several individual quantities is known then the standard error of some <a href="/wiki/Function_(mathematics)" title="Function (mathematics)">function</a> of the quantities can be easily calculated;</li> <li>when the <a href="/wiki/Probability_distribution" title="Probability distribution">probability distribution</a> of the value is known, it can be used to calculate an exact <a href="/wiki/Confidence_interval" title="Confidence interval">confidence interval</a>;</li> <li>when the probability distribution is unknown, <a href="/wiki/Chebyshev%27s_inequality" title="Chebyshev&#39;s inequality">Chebyshev</a>'s or the <a href="/wiki/Vysochanski%C3%AF%E2%80%93Petunin_inequality" class="mw-redirect" title="Vysochanskiï–Petunin inequality">Vysochanskiï–Petunin inequalities</a> can be used to calculate a conservative confidence interval; and</li> <li>as the <a href="/wiki/Sample_size" class="mw-redirect" title="Sample size">sample size</a> tends to infinity the <a href="/wiki/Central_limit_theorem" title="Central limit theorem">central limit theorem</a> guarantees that the sampling distribution of the mean is asymptotically <a href="/wiki/Normal_distribution" title="Normal distribution">normal</a>.</li></ul> <div class="mw-heading mw-heading3"><h3 id="Standard_error_of_mean_versus_standard_deviation">Standard error of mean versus standard deviation</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=9" title="Edit section: Standard error of mean versus standard deviation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In scientific and technical literature, experimental data are often summarized either using the mean and standard deviation of the sample data or the mean with the standard error. This often leads to confusion about their interchangeability. However, the mean and standard deviation are <a href="/wiki/Descriptive_statistics" title="Descriptive statistics">descriptive statistics</a>, whereas the standard error of the mean is descriptive of the random sampling process. The standard deviation of the sample data is a description of the variation in measurements, while the standard error of the mean is a probabilistic statement about how the sample size will provide a better bound on estimates of the population mean, in light of the central limit theorem.<sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">&#91;</span>8<span class="cite-bracket">&#93;</span></a></sup> </p><p>Put simply, the <b>standard error</b> of the sample mean is an estimate of how far the sample mean is likely to be from the population mean, whereas the <b>standard deviation</b> of the sample is the degree to which individuals within the sample differ from the sample mean.<sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">&#91;</span>9<span class="cite-bracket">&#93;</span></a></sup> If the population standard deviation is finite, the standard error of the mean of the sample will tend to zero with increasing sample size, because the estimate of the population mean will improve, while the standard deviation of the sample will tend to approximate the population standard deviation as the sample size increases. </p> <div class="mw-heading mw-heading2"><h2 id="Extensions">Extensions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=10" title="Edit section: Extensions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Finite_population_correction_(FPC)"><span id="Finite_population_correction_.28FPC.29"></span>Finite population correction (FPC)</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=11" title="Edit section: Finite population correction (FPC)"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The formula given above for the standard error assumes that the population is infinite. Nonetheless, it is often used for finite populations when people are interested in measuring the process that created the existing finite population (this is called an <a href="/wiki/Analytic_and_enumerative_statistical_studies" title="Analytic and enumerative statistical studies">analytic study</a>). Though the above formula is not exactly correct when the population is finite, the difference between the finite- and infinite-population versions will be small when <a href="/wiki/Sampling_fraction" title="Sampling fraction">sampling fraction</a> is small (e.g. a small proportion of a finite population is studied). In this case people often do not correct for the finite population, essentially treating it as an "approximately infinite" population. </p><p>If one is interested in measuring an existing finite population that will not change over time, then it is necessary to adjust for the population size (called an <a href="/wiki/Analytic_and_enumerative_statistical_studies" title="Analytic and enumerative statistical studies">enumerative study</a>). When the <a href="/wiki/Sampling_fraction" title="Sampling fraction">sampling fraction</a> (often termed <i>f</i>) is large (approximately at 5% or more) in an <a href="/wiki/Analytic_and_enumerative_statistical_studies" title="Analytic and enumerative statistical studies">enumerative study</a>, the estimate of the standard error must be corrected by multiplying by a ''finite population correction'' (a.k.a.: <b>FPC</b>):<sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">&#91;</span>10<span class="cite-bracket">&#93;</span></a></sup> <sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">&#91;</span>11<span class="cite-bracket">&#93;</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {FPC} ={\sqrt {\frac {N-n}{N-1}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>FPC</mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mfrac> <mrow> <mi>N</mi> <mo>&#x2212;<!-- − --></mo> <mi>n</mi> </mrow> <mrow> <mi>N</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </mfrac> </msqrt> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {FPC} ={\sqrt {\frac {N-n}{N-1}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9da7bcdbcf4dd49fa27a96f24d939d9a6b0f6362" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:17.336ex; height:6.343ex;" alt="{\displaystyle \operatorname {FPC} ={\sqrt {\frac {N-n}{N-1}}}}"></span> which, for large <i>N</i>: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {FPC} \approx {\sqrt {1-{\frac {n}{N}}}}={\sqrt {1-f}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>FPC</mi> <mo>&#x2248;<!-- ≈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>n</mi> <mi>N</mi> </mfrac> </mrow> </msqrt> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mi>f</mi> </msqrt> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {FPC} \approx {\sqrt {1-{\frac {n}{N}}}}={\sqrt {1-f}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9abeb56edc3c728361139399181b025d9d4fc29b" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:27.807ex; height:6.343ex;" alt="{\displaystyle \operatorname {FPC} \approx {\sqrt {1-{\frac {n}{N}}}}={\sqrt {1-f}}}"></span> to account for the added precision gained by sampling close to a larger percentage of the population. The effect of the FPC is that the error becomes zero when the sample size <i>n</i> is equal to the population size <i>N</i>. </p><p>This happens in <a href="/wiki/Survey_methodology" title="Survey methodology">survey methodology</a> when sampling <a href="/wiki/Sampling_(statistics)#Replacement_of_selected_units" title="Sampling (statistics)">without replacement</a>. If sampling with replacement, then FPC does not come into play. </p> <div class="mw-heading mw-heading3"><h3 id="Correction_for_correlation_in_the_sample">Correction for correlation in the sample</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=12" title="Edit section: Correction for correlation in the sample"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <figure class="mw-halign-right" typeof="mw:File/Thumb"><a href="/wiki/File:SampleBiasCoefficient.png" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/b/b4/SampleBiasCoefficient.png/300px-SampleBiasCoefficient.png" decoding="async" width="300" height="310" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/b/b4/SampleBiasCoefficient.png 1.5x" data-file-width="360" data-file-height="372" /></a><figcaption>Expected error in the mean of <i>A</i> for a sample of <i>n</i> data points with sample bias coefficient&#160;<i>ρ</i>. The unbiased <b>standard error</b> plots as the <i>ρ</i>&#160;=&#160;0 diagonal line with log-log slope&#160;−<style data-mw-deduplicate="TemplateStyles:r1154941027">.mw-parser-output .frac{white-space:nowrap}.mw-parser-output .frac .num,.mw-parser-output .frac .den{font-size:80%;line-height:0;vertical-align:super}.mw-parser-output .frac .den{vertical-align:sub}.mw-parser-output .sr-only{border:0;clip:rect(0,0,0,0);clip-path:polygon(0px 0px,0px 0px,0px 0px);height:1px;margin:-1px;overflow:hidden;padding:0;position:absolute;width:1px}</style><span class="frac"><span class="num">1</span>&#8260;<span class="den">2</span></span>.</figcaption></figure> <p>If values of the measured quantity <i>A</i> are not statistically independent but have been obtained from known locations in parameter space&#160;<b>x</b>, an unbiased estimate of the true standard error of the mean (actually a correction on the standard deviation part) may be obtained by multiplying the calculated standard error of the sample by the factor&#160;<i>f</i>: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f={\sqrt {\frac {1+\rho }{1-\rho }}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mfrac> <mrow> <mn>1</mn> <mo>+</mo> <mi>&#x03C1;<!-- ρ --></mi> </mrow> <mrow> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mi>&#x03C1;<!-- ρ --></mi> </mrow> </mfrac> </msqrt> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f={\sqrt {\frac {1+\rho }{1-\rho }}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9692608957c2ee9780d279e11a054bd33f9c3f7e" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:13.389ex; height:7.509ex;" alt="{\displaystyle f={\sqrt {\frac {1+\rho }{1-\rho }}},}"></span> where the sample bias coefficient ρ is the widely used <a href="/wiki/Prais%E2%80%93Winsten_estimation" title="Prais–Winsten estimation">Prais–Winsten estimate</a> of the <a href="/wiki/Autocorrelation" title="Autocorrelation">autocorrelation</a>-coefficient (a quantity between −1 and +1) for all sample point pairs. This approximate formula is for moderate to large sample sizes; the reference gives the exact formulas for any sample size, and can be applied to heavily autocorrelated time series like Wall Street stock quotes. Moreover, this formula works for positive and negative ρ alike.<sup id="cite_ref-12" class="reference"><a href="#cite_note-12"><span class="cite-bracket">&#91;</span>12<span class="cite-bracket">&#93;</span></a></sup> See also <a href="/wiki/Unbiased_estimation_of_standard_deviation" title="Unbiased estimation of standard deviation">unbiased estimation of standard deviation</a> for more discussion. </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=13" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Illustration_of_the_central_limit_theorem" title="Illustration of the central limit theorem">Illustration of the central limit theorem</a></li> <li><a href="/wiki/Margin_of_error" title="Margin of error">Margin of error</a></li> <li><a href="/wiki/Probable_error" title="Probable error">Probable error</a></li> <li><a href="/wiki/Standard_error_of_the_weighted_mean" class="mw-redirect" title="Standard error of the weighted mean">Standard error of the weighted mean</a></li> <li><a href="/wiki/Sample_mean_and_sample_covariance" class="mw-redirect" title="Sample mean and sample covariance">Sample mean and sample covariance</a></li> <li><a href="/wiki/Standard_error_of_the_median" class="mw-redirect" title="Standard error of the median">Standard error of the median</a></li> <li><a href="/wiki/Variance" title="Variance">Variance</a></li> <li><a href="/wiki/Variance_of_the_mean_and_predicted_responses" class="mw-redirect" title="Variance of the mean and predicted responses">Variance of the mean and predicted responses</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Standard_error&amp;action=edit&amp;section=14" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap mw-references-columns"><ol class="references"> <li id="cite_note-:0-1"><span class="mw-cite-backlink">^ <a href="#cite_ref-:0_1-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-:0_1-1"><sup><i><b>b</b></i></sup></a> <a href="#cite_ref-:0_1-2"><sup><i><b>c</b></i></sup></a> <a href="#cite_ref-:0_1-3"><sup><i><b>d</b></i></sup></a></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFAltmanBland2005" class="citation journal cs1">Altman, Douglas G; Bland, J Martin (2005-10-15). <a rel="nofollow" class="external text" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC1255808">"Standard deviations and standard errors"</a>. 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title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=BMJ%3A+British+Medical+Journal&amp;rft.atitle=Standard+deviations+and+standard+errors&amp;rft.volume=331&amp;rft.issue=7521&amp;rft.pages=903&amp;rft.date=2005-10-15&amp;rft_id=https%3A%2F%2Fwww.ncbi.nlm.nih.gov%2Fpmc%2Farticles%2FPMC1255808%23id-name%3DPMC&amp;rft.issn=0959-8138&amp;rft_id=info%3Apmid%2F16223828&amp;rft_id=info%3Adoi%2F10.1136%2Fbmj.331.7521.903&amp;rft.aulast=Altman&amp;rft.aufirst=Douglas+G&amp;rft.au=Bland%2C+J+Martin&amp;rft_id=https%3A%2F%2Fwww.ncbi.nlm.nih.gov%2Fpmc%2Farticles%2FPMC1255808&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span></span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFEveritt2003" class="citation book cs1">Everitt, B. 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(2023). <a rel="nofollow" class="external text" href="https://www.sciencedirect.com/science/article/pii/S0304407623002336">"What is a standard error? (And how should we compute it?)"</a>. <i>Journal of Econometrics</i>. <b>237</b> (2, Part A). <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1016%2Fj.jeconom.2023.105517">10.1016/j.jeconom.2023.105517</a>. <a href="/wiki/ISSN_(identifier)" class="mw-redirect" title="ISSN (identifier)">ISSN</a>&#160;<a rel="nofollow" class="external text" href="https://search.worldcat.org/issn/0304-4076">0304-4076</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Journal+of+Econometrics&amp;rft.atitle=What+is+a+standard+error%3F+%28And+how+should+we+compute+it%3F%29&amp;rft.volume=237&amp;rft.issue=2%2C+Part+A&amp;rft.date=2023&amp;rft_id=info%3Adoi%2F10.1016%2Fj.jeconom.2023.105517&amp;rft.issn=0304-4076&amp;rft.aulast=Wooldridge&amp;rft.aufirst=Jeffrey+M.&amp;rft_id=https%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0304407623002336&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span></span> </li> <li id="cite_note-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-4">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFGurlandTripathi_RC1971" class="citation journal cs1">Gurland, J; Tripathi RC (1971). "A simple approximation for unbiased estimation of the standard deviation". <i>American Statistician</i>. <b>25</b> (4): 30–32. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.2307%2F2682923">10.2307/2682923</a>. <a href="/wiki/JSTOR_(identifier)" class="mw-redirect" title="JSTOR (identifier)">JSTOR</a>&#160;<a rel="nofollow" class="external text" href="https://www.jstor.org/stable/2682923">2682923</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=American+Statistician&amp;rft.atitle=A+simple+approximation+for+unbiased+estimation+of+the+standard+deviation&amp;rft.volume=25&amp;rft.issue=4&amp;rft.pages=30-32&amp;rft.date=1971&amp;rft_id=info%3Adoi%2F10.2307%2F2682923&amp;rft_id=https%3A%2F%2Fwww.jstor.org%2Fstable%2F2682923%23id-name%3DJSTOR&amp;rft.aulast=Gurland&amp;rft.aufirst=J&amp;rft.au=Tripathi+RC&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span></span> </li> <li id="cite_note-5"><span class="mw-cite-backlink"><b><a href="#cite_ref-5">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFSokalRohlf1981" class="citation book cs1">Sokal; Rohlf (1981). <span class="id-lock-registration" title="Free registration required"><a rel="nofollow" class="external text" href="https://archive.org/details/biometryprincipl00soka/page/53"><i>Biometry: Principles and Practice of Statistics in Biological Research</i></a></span> (2nd&#160;ed.). p.&#160;<a rel="nofollow" class="external text" href="https://archive.org/details/biometryprincipl00soka/page/53">53</a>. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-0-7167-1254-1" title="Special:BookSources/978-0-7167-1254-1"><bdi>978-0-7167-1254-1</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Biometry%3A+Principles+and+Practice+of+Statistics+in+Biological+Research&amp;rft.pages=53&amp;rft.edition=2nd&amp;rft.date=1981&amp;rft.isbn=978-0-7167-1254-1&amp;rft.au=Sokal&amp;rft.au=Rohlf&amp;rft_id=https%3A%2F%2Farchive.org%2Fdetails%2Fbiometryprincipl00soka%2Fpage%2F53&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span></span> </li> <li id="cite_note-6"><span class="mw-cite-backlink"><b><a href="#cite_ref-6">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHutchinson1993" class="citation book cs1">Hutchinson, T. 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NY: McGraw-Hill. pp.&#160;178–179. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0486796094" title="Special:BookSources/0486796094"><bdi>0486796094</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Probability%2C+Statistics%2C+and+Decisions+for+Civil+Engineers&amp;rft.place=NY&amp;rft.pages=178-179&amp;rft.pub=McGraw-Hill&amp;rft.date=1970&amp;rft.isbn=0486796094&amp;rft.aulast=Cornell&amp;rft.aufirst=J+R&amp;rft.au=Benjamin%2C+C+A&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span></span> </li> <li id="cite_note-8"><span class="mw-cite-backlink"><b><a href="#cite_ref-8">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBarde2012" class="citation journal cs1">Barde, M. (2012). <a rel="nofollow" class="external text" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3487226">"What to use to express the variability of data: Standard deviation or standard error of mean?"</a>. <i><a href="/wiki/Perspect._Clin._Res." class="mw-redirect" title="Perspect. Clin. Res.">Perspect. Clin. Res.</a></i> <b>3</b> (3): 113–116. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.4103%2F2229-3485.100662">10.4103/2229-3485.100662</a></span>. <a href="/wiki/PMC_(identifier)" class="mw-redirect" title="PMC (identifier)">PMC</a>&#160;<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3487226">3487226</a></span>. <a href="/wiki/PMID_(identifier)" class="mw-redirect" title="PMID (identifier)">PMID</a>&#160;<a rel="nofollow" class="external text" href="https://pubmed.ncbi.nlm.nih.gov/23125963">23125963</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Perspect.+Clin.+Res.&amp;rft.atitle=What+to+use+to+express+the+variability+of+data%3A+Standard+deviation+or+standard+error+of+mean%3F&amp;rft.volume=3&amp;rft.issue=3&amp;rft.pages=113-116&amp;rft.date=2012&amp;rft_id=https%3A%2F%2Fwww.ncbi.nlm.nih.gov%2Fpmc%2Farticles%2FPMC3487226%23id-name%3DPMC&amp;rft_id=info%3Apmid%2F23125963&amp;rft_id=info%3Adoi%2F10.4103%2F2229-3485.100662&amp;rft.aulast=Barde&amp;rft.aufirst=M.&amp;rft_id=https%3A%2F%2Fwww.ncbi.nlm.nih.gov%2Fpmc%2Farticles%2FPMC3487226&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span></span> </li> <li id="cite_note-9"><span class="mw-cite-backlink"><b><a href="#cite_ref-9">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWassertheil-Smoller1995" class="citation book cs1"><a href="/wiki/Sylvia_Wassertheil-Smoller" title="Sylvia Wassertheil-Smoller">Wassertheil-Smoller, Sylvia</a> (1995). <a rel="nofollow" class="external text" href="https://books.google.com/books?id=-PHiBwAAQBAJ&amp;pg=PA40"><i>Biostatistics and Epidemiology&#160;: A Primer for Health Professionals</i></a> (Second&#160;ed.). New York: Springer. pp.&#160;40–43. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-387-94388-9" title="Special:BookSources/0-387-94388-9"><bdi>0-387-94388-9</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Biostatistics+and+Epidemiology+%3A+A+Primer+for+Health+Professionals&amp;rft.place=New+York&amp;rft.pages=40-43&amp;rft.edition=Second&amp;rft.pub=Springer&amp;rft.date=1995&amp;rft.isbn=0-387-94388-9&amp;rft.aulast=Wassertheil-Smoller&amp;rft.aufirst=Sylvia&amp;rft_id=https%3A%2F%2Fbooks.google.com%2Fbooks%3Fid%3D-PHiBwAAQBAJ%26pg%3DPA40&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span></span> </li> <li id="cite_note-10"><span class="mw-cite-backlink"><b><a href="#cite_ref-10">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFIsserlis1918" class="citation journal cs1">Isserlis, L. (1918). <a rel="nofollow" class="external text" href="https://zenodo.org/record/1449486">"On the value of a mean as calculated from a sample"</a>. <i><a href="/wiki/Journal_of_the_Royal_Statistical_Society" title="Journal of the Royal Statistical Society">Journal of the Royal Statistical Society</a></i>. <b>81</b> (1): 75–81. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.2307%2F2340569">10.2307/2340569</a>. <a href="/wiki/JSTOR_(identifier)" class="mw-redirect" title="JSTOR (identifier)">JSTOR</a>&#160;<a rel="nofollow" class="external text" href="https://www.jstor.org/stable/2340569">2340569</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Journal+of+the+Royal+Statistical+Society&amp;rft.atitle=On+the+value+of+a+mean+as+calculated+from+a+sample&amp;rft.volume=81&amp;rft.issue=1&amp;rft.pages=75-81&amp;rft.date=1918&amp;rft_id=info%3Adoi%2F10.2307%2F2340569&amp;rft_id=https%3A%2F%2Fwww.jstor.org%2Fstable%2F2340569%23id-name%3DJSTOR&amp;rft.aulast=Isserlis&amp;rft.aufirst=L.&amp;rft_id=https%3A%2F%2Fzenodo.org%2Frecord%2F1449486&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span> (Equation 1)</span> </li> <li id="cite_note-11"><span class="mw-cite-backlink"><b><a href="#cite_ref-11">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBondyZlot1976" class="citation journal cs1">Bondy, Warren; Zlot, William (1976). "The Standard Error of the Mean and the Difference Between Means for Finite Populations". <i><a href="/wiki/The_American_Statistician" title="The American Statistician">The American Statistician</a></i>. <b>30</b> (2): 96–97. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1080%2F00031305.1976.10479149">10.1080/00031305.1976.10479149</a>. <a href="/wiki/JSTOR_(identifier)" class="mw-redirect" title="JSTOR (identifier)">JSTOR</a>&#160;<a rel="nofollow" class="external text" href="https://www.jstor.org/stable/2683803">2683803</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=The+American+Statistician&amp;rft.atitle=The+Standard+Error+of+the+Mean+and+the+Difference+Between+Means+for+Finite+Populations&amp;rft.volume=30&amp;rft.issue=2&amp;rft.pages=96-97&amp;rft.date=1976&amp;rft_id=info%3Adoi%2F10.1080%2F00031305.1976.10479149&amp;rft_id=https%3A%2F%2Fwww.jstor.org%2Fstable%2F2683803%23id-name%3DJSTOR&amp;rft.aulast=Bondy&amp;rft.aufirst=Warren&amp;rft.au=Zlot%2C+William&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span> (Equation 2)</span> </li> <li id="cite_note-12"><span class="mw-cite-backlink"><b><a href="#cite_ref-12">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBence1995" class="citation journal cs1">Bence, James R. (1995). <a rel="nofollow" class="external text" href="https://zenodo.org/record/1235089">"Analysis of Short Time Series: Correcting for Autocorrelation"</a>. <i><a href="/wiki/Ecology_(journal)" title="Ecology (journal)">Ecology</a></i>. <b>76</b> (2): 628–639. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.2307%2F1941218">10.2307/1941218</a>. <a href="/wiki/JSTOR_(identifier)" class="mw-redirect" title="JSTOR (identifier)">JSTOR</a>&#160;<a rel="nofollow" class="external text" href="https://www.jstor.org/stable/1941218">1941218</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Ecology&amp;rft.atitle=Analysis+of+Short+Time+Series%3A+Correcting+for+Autocorrelation&amp;rft.volume=76&amp;rft.issue=2&amp;rft.pages=628-639&amp;rft.date=1995&amp;rft_id=info%3Adoi%2F10.2307%2F1941218&amp;rft_id=https%3A%2F%2Fwww.jstor.org%2Fstable%2F1941218%23id-name%3DJSTOR&amp;rft.aulast=Bence&amp;rft.aufirst=James+R.&amp;rft_id=https%3A%2F%2Fzenodo.org%2Frecord%2F1235089&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AStandard+error" class="Z3988"></span></span> </li> </ol></div></div> <div class="navbox-styles"><style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist li{margin:0;display:inline}.mw-parser-output .hlist.inline,.mw-parser-output .hlist.inline dl,.mw-parser-output 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href="/wiki/Template:Statistics" title="Template:Statistics"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Statistics" title="Template talk:Statistics"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Statistics" title="Special:EditPage/Template:Statistics"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Statistics" style="font-size:114%;margin:0 4em"><a href="/wiki/Statistics" title="Statistics">Statistics</a></div></th></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><a href="/wiki/Outline_of_statistics" title="Outline of statistics">Outline</a></li> <li><a href="/wiki/List_of_statistics_articles" title="List of statistics articles">Index</a></li></ul> </div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Descriptive_statistics" style="font-size:114%;margin:0 4em"><a href="/wiki/Descriptive_statistics" title="Descriptive statistics">Descriptive statistics</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Continuous_probability_distribution" class="mw-redirect" title="Continuous probability distribution">Continuous data</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Central_tendency" title="Central tendency">Center</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Mean" title="Mean">Mean</a> <ul><li><a href="/wiki/Arithmetic_mean" title="Arithmetic mean">Arithmetic</a></li> <li><a href="/wiki/Arithmetic%E2%80%93geometric_mean" title="Arithmetic–geometric mean">Arithmetic-Geometric</a></li> <li><a href="/wiki/Contraharmonic_mean" title="Contraharmonic mean">Contraharmonic</a></li> <li><a href="/wiki/Cubic_mean" title="Cubic mean">Cubic</a></li> <li><a href="/wiki/Generalized_mean" title="Generalized mean">Generalized/power</a></li> <li><a href="/wiki/Geometric_mean" title="Geometric mean">Geometric</a></li> <li><a href="/wiki/Harmonic_mean" title="Harmonic mean">Harmonic</a></li> <li><a href="/wiki/Heronian_mean" title="Heronian mean">Heronian</a></li> <li><a href="/wiki/Heinz_mean" title="Heinz mean">Heinz</a></li> <li><a href="/wiki/Lehmer_mean" title="Lehmer mean">Lehmer</a></li></ul></li> <li><a href="/wiki/Median" title="Median">Median</a></li> <li><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_dispersion" title="Statistical dispersion">Dispersion</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Average_absolute_deviation" title="Average absolute deviation">Average absolute deviation</a></li> <li><a href="/wiki/Coefficient_of_variation" title="Coefficient of variation">Coefficient of variation</a></li> <li><a href="/wiki/Interquartile_range" title="Interquartile range">Interquartile range</a></li> <li><a href="/wiki/Percentile" title="Percentile">Percentile</a></li> <li><a href="/wiki/Range_(statistics)" title="Range (statistics)">Range</a></li> <li><a href="/wiki/Standard_deviation" title="Standard deviation">Standard deviation</a></li> <li><a href="/wiki/Variance#Sample_variance" title="Variance">Variance</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Shape_of_the_distribution" class="mw-redirect" title="Shape of the distribution">Shape</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Central_limit_theorem" title="Central limit theorem">Central limit theorem</a></li> <li><a href="/wiki/Moment_(mathematics)" title="Moment (mathematics)">Moments</a> <ul><li><a href="/wiki/Kurtosis" title="Kurtosis">Kurtosis</a></li> <li><a href="/wiki/L-moment" title="L-moment">L-moments</a></li> <li><a href="/wiki/Skewness" title="Skewness">Skewness</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Count_data" title="Count data">Count data</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Index_of_dispersion" title="Index of dispersion">Index of dispersion</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Summary tables</th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Frequency_distribution" class="mw-redirect" title="Frequency distribution">Frequency distribution</a></li> <li><a href="/wiki/Grouped_data" title="Grouped data">Grouped data</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Dependence</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Pearson_correlation_coefficient" title="Pearson correlation coefficient">Pearson product-moment correlation</a></li> <li><a href="/wiki/Rank_correlation" title="Rank correlation">Rank correlation</a> <ul><li><a href="/wiki/Kendall_rank_correlation_coefficient" title="Kendall rank correlation coefficient">Kendall's τ</a></li> <li><a href="/wiki/Spearman%27s_rank_correlation_coefficient" title="Spearman&#39;s rank correlation coefficient">Spearman's ρ</a></li></ul></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_graphics" title="Statistical graphics">Graphics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bar_chart" title="Bar chart">Bar chart</a></li> <li><a href="/wiki/Biplot" title="Biplot">Biplot</a></li> <li><a href="/wiki/Box_plot" title="Box plot">Box plot</a></li> <li><a href="/wiki/Control_chart" title="Control chart">Control chart</a></li> <li><a href="/wiki/Correlogram" title="Correlogram">Correlogram</a></li> <li><a href="/wiki/Fan_chart_(statistics)" title="Fan chart (statistics)">Fan chart</a></li> <li><a href="/wiki/Forest_plot" title="Forest plot">Forest plot</a></li> <li><a href="/wiki/Histogram" title="Histogram">Histogram</a></li> <li><a href="/wiki/Pie_chart" title="Pie chart">Pie chart</a></li> <li><a href="/wiki/Q%E2%80%93Q_plot" title="Q–Q plot">Q–Q plot</a></li> <li><a href="/wiki/Radar_chart" title="Radar chart">Radar chart</a></li> <li><a href="/wiki/Run_chart" title="Run chart">Run chart</a></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li> <li><a href="/wiki/Stem-and-leaf_display" title="Stem-and-leaf display">Stem-and-leaf display</a></li> <li><a href="/wiki/Violin_plot" title="Violin plot">Violin plot</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible uncollapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Data_collection" style="font-size:114%;margin:0 4em"><a href="/wiki/Data_collection" title="Data collection">Data collection</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Design_of_experiments" title="Design of experiments">Study design</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Effect_size" title="Effect size">Effect size</a></li> <li><a href="/wiki/Missing_data" title="Missing data">Missing data</a></li> <li><a href="/wiki/Optimal_design" class="mw-redirect" title="Optimal design">Optimal design</a></li> <li><a href="/wiki/Statistical_population" title="Statistical population">Population</a></li> <li><a href="/wiki/Replication_(statistics)" title="Replication (statistics)">Replication</a></li> <li><a href="/wiki/Sample_size_determination" title="Sample size determination">Sample size determination</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Statistical_power" class="mw-redirect" title="Statistical power">Statistical power</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survey_methodology" title="Survey methodology">Survey methodology</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sampling_(statistics)" title="Sampling (statistics)">Sampling</a> <ul><li><a href="/wiki/Cluster_sampling" title="Cluster sampling">Cluster</a></li> <li><a href="/wiki/Stratified_sampling" title="Stratified sampling">Stratified</a></li></ul></li> <li><a href="/wiki/Opinion_poll" title="Opinion poll">Opinion poll</a></li> <li><a href="/wiki/Questionnaire" title="Questionnaire">Questionnaire</a></li> <li><a class="mw-selflink selflink">Standard error</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Experiment" title="Experiment">Controlled experiments</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Blocking_(statistics)" title="Blocking (statistics)">Blocking</a></li> <li><a href="/wiki/Factorial_experiment" title="Factorial experiment">Factorial experiment</a></li> <li><a href="/wiki/Interaction_(statistics)" title="Interaction (statistics)">Interaction</a></li> <li><a href="/wiki/Random_assignment" title="Random assignment">Random assignment</a></li> <li><a href="/wiki/Randomized_controlled_trial" title="Randomized controlled trial">Randomized controlled trial</a></li> <li><a href="/wiki/Randomized_experiment" title="Randomized experiment">Randomized experiment</a></li> <li><a href="/wiki/Scientific_control" title="Scientific control">Scientific control</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Adaptive designs</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adaptive_clinical_trial" class="mw-redirect" title="Adaptive clinical trial">Adaptive clinical trial</a></li> <li><a href="/wiki/Stochastic_approximation" title="Stochastic approximation">Stochastic approximation</a></li> <li><a href="/wiki/Up-and-Down_Designs" class="mw-redirect" title="Up-and-Down Designs">Up-and-down designs</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Observational_study" title="Observational study">Observational studies</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohort_study" title="Cohort study">Cohort study</a></li> <li><a href="/wiki/Cross-sectional_study" title="Cross-sectional study">Cross-sectional study</a></li> <li><a href="/wiki/Natural_experiment" title="Natural experiment">Natural experiment</a></li> <li><a href="/wiki/Quasi-experiment" title="Quasi-experiment">Quasi-experiment</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Statistical_inference" style="font-size:114%;margin:0 4em"><a href="/wiki/Statistical_inference" title="Statistical inference">Statistical inference</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_theory" title="Statistical theory">Statistical theory</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Population_(statistics)" class="mw-redirect" title="Population (statistics)">Population</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distribution</a></li> <li><a href="/wiki/Sampling_distribution" title="Sampling distribution">Sampling distribution</a> <ul><li><a href="/wiki/Order_statistic" title="Order statistic">Order statistic</a></li></ul></li> <li><a href="/wiki/Empirical_distribution_function" title="Empirical distribution function">Empirical distribution</a> <ul><li><a href="/wiki/Density_estimation" title="Density estimation">Density estimation</a></li></ul></li> <li><a href="/wiki/Statistical_model" title="Statistical model">Statistical model</a> <ul><li><a href="/wiki/Model_specification" class="mw-redirect" title="Model specification">Model specification</a></li> <li><a href="/wiki/Lp_space" title="Lp space">L<sup><i>p</i></sup> space</a></li></ul></li> <li><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameter</a> <ul><li><a href="/wiki/Location_parameter" title="Location parameter">location</a></li> <li><a href="/wiki/Scale_parameter" title="Scale parameter">scale</a></li> <li><a href="/wiki/Shape_parameter" title="Shape parameter">shape</a></li></ul></li> <li><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric family</a> <ul><li><a href="/wiki/Likelihood_function" title="Likelihood function">Likelihood</a>&#160;<a href="/wiki/Monotone_likelihood_ratio" title="Monotone likelihood ratio"><span style="font-size:85%;">(monotone)</span></a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale family</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential family</a></li></ul></li> <li><a href="/wiki/Completeness_(statistics)" title="Completeness (statistics)">Completeness</a></li> <li><a href="/wiki/Sufficient_statistic" title="Sufficient statistic">Sufficiency</a></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Statistical functional</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/U-statistic" title="U-statistic">U</a></li> <li><a href="/wiki/V-statistic" title="V-statistic">V</a></li></ul></li> <li><a href="/wiki/Optimal_decision" title="Optimal decision">Optimal decision</a> <ul><li><a href="/wiki/Loss_function" title="Loss function">loss function</a></li></ul></li> <li><a href="/wiki/Efficiency_(statistics)" title="Efficiency (statistics)">Efficiency</a></li> <li><a href="/wiki/Statistical_distance" title="Statistical distance">Statistical distance</a> <ul><li><a href="/wiki/Divergence_(statistics)" title="Divergence (statistics)">divergence</a></li></ul></li> <li><a href="/wiki/Asymptotic_theory_(statistics)" title="Asymptotic theory (statistics)">Asymptotics</a></li> <li><a href="/wiki/Robust_statistics" title="Robust statistics">Robustness</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Frequentist_inference" title="Frequentist inference">Frequentist inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Point_estimation" title="Point estimation">Point estimation</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Estimating_equations" title="Estimating equations">Estimating equations</a> <ul><li><a href="/wiki/Maximum_likelihood" class="mw-redirect" title="Maximum likelihood">Maximum likelihood</a></li> <li><a href="/wiki/Method_of_moments_(statistics)" title="Method of moments (statistics)">Method of moments</a></li> <li><a href="/wiki/M-estimator" title="M-estimator">M-estimator</a></li> <li><a href="/wiki/Minimum_distance_estimation" class="mw-redirect" title="Minimum distance estimation">Minimum distance</a></li></ul></li> <li><a href="/wiki/Bias_of_an_estimator" title="Bias of an estimator">Unbiased estimators</a> <ul><li><a href="/wiki/Minimum-variance_unbiased_estimator" title="Minimum-variance unbiased estimator">Mean-unbiased minimum-variance</a> <ul><li><a href="/wiki/Rao%E2%80%93Blackwell_theorem" title="Rao–Blackwell theorem">Rao–Blackwellization</a></li> <li><a href="/wiki/Lehmann%E2%80%93Scheff%C3%A9_theorem" title="Lehmann–Scheffé theorem">Lehmann–Scheffé theorem</a></li></ul></li> <li><a href="/wiki/Median-unbiased_estimator" class="mw-redirect" title="Median-unbiased estimator">Median unbiased</a></li></ul></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Plug-in</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Interval_estimation" title="Interval estimation">Interval estimation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Confidence_interval" title="Confidence interval">Confidence interval</a></li> <li><a href="/wiki/Pivotal_quantity" title="Pivotal quantity">Pivot</a></li> <li><a href="/wiki/Likelihood_interval" class="mw-redirect" title="Likelihood interval">Likelihood interval</a></li> <li><a href="/wiki/Prediction_interval" title="Prediction interval">Prediction interval</a></li> <li><a href="/wiki/Tolerance_interval" title="Tolerance interval">Tolerance interval</a></li> <li><a href="/wiki/Resampling_(statistics)" title="Resampling (statistics)">Resampling</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/Jackknife_resampling" title="Jackknife resampling">Jackknife</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_hypothesis_testing" class="mw-redirect" title="Statistical hypothesis testing">Testing hypotheses</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/One-_and_two-tailed_tests" title="One- and two-tailed tests">1- &amp; 2-tails</a></li> <li><a href="/wiki/Power_(statistics)" title="Power (statistics)">Power</a> <ul><li><a href="/wiki/Uniformly_most_powerful_test" title="Uniformly most powerful test">Uniformly most powerful test</a></li></ul></li> <li><a href="/wiki/Permutation_test" title="Permutation test">Permutation test</a> <ul><li><a href="/wiki/Randomization_test" class="mw-redirect" title="Randomization test">Randomization test</a></li></ul></li> <li><a href="/wiki/Multiple_comparisons" class="mw-redirect" title="Multiple comparisons">Multiple comparisons</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio</a></li> <li><a href="/wiki/Score_test" title="Score test">Score/Lagrange multiplier</a></li> <li><a href="/wiki/Wald_test" title="Wald test">Wald</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/List_of_statistical_tests" title="List of statistical tests">Specific tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><td colspan="2" class="navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Z-test" title="Z-test"><i>Z</i>-test <span style="font-size:85%;">(normal)</span></a></li> <li><a href="/wiki/Student%27s_t-test" title="Student&#39;s t-test">Student's <i>t</i>-test</a></li> <li><a href="/wiki/F-test" title="F-test"><i>F</i>-test</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Goodness_of_fit" title="Goodness of fit">Goodness of fit</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Chi-squared_test" title="Chi-squared test">Chi-squared</a></li> <li><a href="/wiki/G-test" title="G-test"><i>G</i>-test</a></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov–Smirnov</a></li> <li><a href="/wiki/Anderson%E2%80%93Darling_test" title="Anderson–Darling test">Anderson–Darling</a></li> <li><a href="/wiki/Lilliefors_test" title="Lilliefors test">Lilliefors</a></li> <li><a href="/wiki/Jarque%E2%80%93Bera_test" title="Jarque–Bera test">Jarque–Bera</a></li> <li><a href="/wiki/Shapiro%E2%80%93Wilk_test" title="Shapiro–Wilk test">Normality <span style="font-size:85%;">(Shapiro–Wilk)</span></a></li> <li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio test</a></li> <li><a href="/wiki/Model_selection" title="Model selection">Model selection</a> <ul><li><a href="/wiki/Cross-validation_(statistics)" title="Cross-validation (statistics)">Cross validation</a></li> <li><a href="/wiki/Akaike_information_criterion" title="Akaike information criterion">AIC</a></li> <li><a href="/wiki/Bayesian_information_criterion" title="Bayesian information criterion">BIC</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Rank_statistics" class="mw-redirect" title="Rank statistics">Rank statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sign_test" title="Sign test">Sign</a> <ul><li><a href="/wiki/Sample_median" class="mw-redirect" title="Sample median">Sample median</a></li></ul></li> <li><a href="/wiki/Wilcoxon_signed-rank_test" title="Wilcoxon signed-rank test">Signed rank <span style="font-size:85%;">(Wilcoxon)</span></a> <ul><li><a href="/wiki/Hodges%E2%80%93Lehmann_estimator" title="Hodges–Lehmann estimator">Hodges–Lehmann estimator</a></li></ul></li> <li><a href="/wiki/Mann%E2%80%93Whitney_U_test" title="Mann–Whitney U test">Rank sum <span style="font-size:85%;">(Mann–Whitney)</span></a></li> <li><a href="/wiki/Nonparametric_statistics" title="Nonparametric statistics">Nonparametric</a> <a href="/wiki/Analysis_of_variance" title="Analysis of variance">anova</a> <ul><li><a href="/wiki/Kruskal%E2%80%93Wallis_test" title="Kruskal–Wallis test">1-way <span style="font-size:85%;">(Kruskal–Wallis)</span></a></li> <li><a href="/wiki/Friedman_test" title="Friedman test">2-way <span style="font-size:85%;">(Friedman)</span></a></li> <li><a href="/wiki/Jonckheere%27s_trend_test" title="Jonckheere&#39;s trend test">Ordered alternative <span style="font-size:85%;">(Jonckheere–Terpstra)</span></a></li></ul></li> <li><a href="/wiki/Van_der_Waerden_test" title="Van der Waerden test">Van der Waerden test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Bayesian_inference" title="Bayesian inference">Bayesian inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bayesian_probability" title="Bayesian probability">Bayesian probability</a> <ul><li><a href="/wiki/Prior_probability" title="Prior probability">prior</a></li> <li><a href="/wiki/Posterior_probability" title="Posterior probability">posterior</a></li></ul></li> <li><a href="/wiki/Credible_interval" title="Credible interval">Credible interval</a></li> <li><a href="/wiki/Bayes_factor" title="Bayes factor">Bayes factor</a></li> <li><a href="/wiki/Bayes_estimator" title="Bayes estimator">Bayesian estimator</a> <ul><li><a href="/wiki/Maximum_a_posteriori_estimation" title="Maximum a posteriori estimation">Maximum posterior estimator</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="CorrelationRegression_analysis" style="font-size:114%;margin:0 4em"><div class="hlist"><ul><li><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></li><li><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></li></ul></div></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Pearson_product-moment_correlation_coefficient" class="mw-redirect" title="Pearson product-moment correlation coefficient">Pearson product-moment</a></li> <li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Confounding" title="Confounding">Confounding variable</a></li> <li><a href="/wiki/Coefficient_of_determination" title="Coefficient of determination">Coefficient of determination</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Errors_and_residuals" title="Errors and residuals">Errors and residuals</a></li> <li><a href="/wiki/Regression_validation" title="Regression validation">Regression validation</a></li> <li><a href="/wiki/Mixed_model" title="Mixed model">Mixed effects models</a></li> <li><a href="/wiki/Simultaneous_equations_model" title="Simultaneous equations model">Simultaneous equations models</a></li> <li><a href="/wiki/Multivariate_adaptive_regression_splines" class="mw-redirect" title="Multivariate adaptive regression splines">Multivariate adaptive regression splines (MARS)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Linear_regression" title="Linear regression">Linear regression</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Simple_linear_regression" title="Simple linear regression">Simple linear regression</a></li> <li><a href="/wiki/Ordinary_least_squares" title="Ordinary least squares">Ordinary least squares</a></li> <li><a href="/wiki/General_linear_model" title="General linear model">General linear model</a></li> <li><a href="/wiki/Bayesian_linear_regression" title="Bayesian linear regression">Bayesian regression</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Non-standard predictors</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nonlinear_regression" title="Nonlinear regression">Nonlinear regression</a></li> <li><a href="/wiki/Nonparametric_regression" title="Nonparametric regression">Nonparametric</a></li> <li><a href="/wiki/Semiparametric_regression" title="Semiparametric regression">Semiparametric</a></li> <li><a href="/wiki/Isotonic_regression" title="Isotonic regression">Isotonic</a></li> <li><a href="/wiki/Robust_regression" title="Robust regression">Robust</a></li> <li><a href="/wiki/Heteroscedasticity" class="mw-redirect" title="Heteroscedasticity">Heteroscedasticity</a></li> <li><a href="/wiki/Homoscedasticity" class="mw-redirect" title="Homoscedasticity">Homoscedasticity</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Generalized_linear_model" title="Generalized linear model">Generalized linear model</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Exponential_family" title="Exponential family">Exponential families</a></li> <li><a href="/wiki/Logistic_regression" title="Logistic regression">Logistic <span style="font-size:85%;">(Bernoulli)</span></a>&#160;/&#32;<a href="/wiki/Binomial_regression" title="Binomial regression">Binomial</a>&#160;/&#32;<a href="/wiki/Poisson_regression" title="Poisson regression">Poisson regressions</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Partition_of_sums_of_squares" title="Partition of sums of squares">Partition of variance</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Analysis_of_variance" title="Analysis of variance">Analysis of variance (ANOVA, anova)</a></li> <li><a href="/wiki/Analysis_of_covariance" title="Analysis of covariance">Analysis of covariance</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Multivariate ANOVA</a></li> <li><a href="/wiki/Degrees_of_freedom_(statistics)" title="Degrees of freedom (statistics)">Degrees of freedom</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Categorical_/_Multivariate_/_Time-series_/_Survival_analysis" style="font-size:114%;margin:0 4em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a>&#160;/&#32;<a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a>&#160;/&#32;<a href="/wiki/Time_series" title="Time series">Time-series</a>&#160;/&#32;<a href="/wiki/Survival_analysis" title="Survival analysis">Survival analysis</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohen%27s_kappa" title="Cohen&#39;s kappa">Cohen's kappa</a></li> <li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Graphical_model" title="Graphical model">Graphical model</a></li> <li><a href="/wiki/Poisson_regression" title="Poisson regression">Log-linear model</a></li> <li><a href="/wiki/McNemar%27s_test" title="McNemar&#39;s test">McNemar's test</a></li> <li><a href="/wiki/Cochran%E2%80%93Mantel%E2%80%93Haenszel_statistics" title="Cochran–Mantel–Haenszel statistics">Cochran–Mantel–Haenszel statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/General_linear_model" title="General linear model">Regression</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Manova</a></li> <li><a href="/wiki/Principal_component_analysis" title="Principal component analysis">Principal components</a></li> <li><a href="/wiki/Canonical_correlation" title="Canonical correlation">Canonical correlation</a></li> <li><a href="/wiki/Linear_discriminant_analysis" title="Linear discriminant analysis">Discriminant analysis</a></li> <li><a href="/wiki/Cluster_analysis" title="Cluster analysis">Cluster analysis</a></li> <li><a href="/wiki/Statistical_classification" title="Statistical classification">Classification</a></li> <li><a href="/wiki/Structural_equation_modeling" title="Structural equation modeling">Structural equation model</a> <ul><li><a href="/wiki/Factor_analysis" title="Factor analysis">Factor analysis</a></li></ul></li> <li><a href="/wiki/Multivariate_distribution" class="mw-redirect" title="Multivariate distribution">Multivariate distributions</a> <ul><li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical distributions</a> <ul><li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Normal</a></li></ul></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Time_series" title="Time series">Time-series</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">General</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Decomposition_of_time_series" title="Decomposition of time series">Decomposition</a></li> <li><a href="/wiki/Trend_estimation" class="mw-redirect" title="Trend estimation">Trend</a></li> <li><a href="/wiki/Stationary_process" title="Stationary process">Stationarity</a></li> <li><a href="/wiki/Seasonal_adjustment" title="Seasonal adjustment">Seasonal adjustment</a></li> <li><a href="/wiki/Exponential_smoothing" title="Exponential smoothing">Exponential smoothing</a></li> <li><a href="/wiki/Cointegration" title="Cointegration">Cointegration</a></li> <li><a href="/wiki/Structural_break" title="Structural break">Structural break</a></li> <li><a href="/wiki/Granger_causality" title="Granger causality">Granger causality</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Specific tests</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Dickey%E2%80%93Fuller_test" title="Dickey–Fuller test">Dickey–Fuller</a></li> <li><a href="/wiki/Johansen_test" title="Johansen test">Johansen</a></li> <li><a href="/wiki/Ljung%E2%80%93Box_test" title="Ljung–Box test">Q-statistic <span style="font-size:85%;">(Ljung–Box)</span></a></li> <li><a href="/wiki/Durbin%E2%80%93Watson_statistic" title="Durbin–Watson statistic">Durbin–Watson</a></li> <li><a href="/wiki/Breusch%E2%80%93Godfrey_test" title="Breusch–Godfrey test">Breusch–Godfrey</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Time_domain" title="Time domain">Time domain</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Autocorrelation" title="Autocorrelation">Autocorrelation (ACF)</a> <ul><li><a href="/wiki/Partial_autocorrelation_function" title="Partial autocorrelation function">partial (PACF)</a></li></ul></li> <li><a href="/wiki/Cross-correlation" title="Cross-correlation">Cross-correlation (XCF)</a></li> <li><a href="/wiki/Autoregressive%E2%80%93moving-average_model" class="mw-redirect" title="Autoregressive–moving-average model">ARMA model</a></li> <li><a href="/wiki/Box%E2%80%93Jenkins_method" title="Box–Jenkins method">ARIMA model <span style="font-size:85%;">(Box–Jenkins)</span></a></li> <li><a href="/wiki/Autoregressive_conditional_heteroskedasticity" title="Autoregressive conditional heteroskedasticity">Autoregressive conditional heteroskedasticity (ARCH)</a></li> <li><a href="/wiki/Vector_autoregression" title="Vector autoregression">Vector autoregression (VAR)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Frequency_domain" title="Frequency domain">Frequency domain</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Spectral_density_estimation" title="Spectral density estimation">Spectral density estimation</a></li> <li><a href="/wiki/Fourier_analysis" title="Fourier analysis">Fourier analysis</a></li> <li><a href="/wiki/Least-squares_spectral_analysis" title="Least-squares spectral analysis">Least-squares spectral analysis</a></li> <li><a href="/wiki/Wavelet" title="Wavelet">Wavelet</a></li> <li><a href="/wiki/Whittle_likelihood" title="Whittle likelihood">Whittle likelihood</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survival_analysis" title="Survival analysis">Survival</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Survival_function" title="Survival function">Survival function</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Kaplan%E2%80%93Meier_estimator" title="Kaplan–Meier estimator">Kaplan–Meier estimator (product limit)</a></li> <li><a href="/wiki/Proportional_hazards_model" title="Proportional hazards model">Proportional hazards models</a></li> <li><a href="/wiki/Accelerated_failure_time_model" title="Accelerated failure time model">Accelerated failure time (AFT) model</a></li> <li><a href="/wiki/First-hitting-time_model" title="First-hitting-time model">First hitting time</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Failure_rate" title="Failure rate">Hazard function</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nelson%E2%80%93Aalen_estimator" title="Nelson–Aalen estimator">Nelson–Aalen estimator</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Test</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Log-rank_test" class="mw-redirect" title="Log-rank test">Log-rank test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Applications" style="font-size:114%;margin:0 4em"><a href="/wiki/List_of_fields_of_application_of_statistics" title="List of fields of application of statistics">Applications</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Biostatistics" title="Biostatistics">Biostatistics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bioinformatics" title="Bioinformatics">Bioinformatics</a></li> <li><a href="/wiki/Clinical_trial" title="Clinical trial">Clinical trials</a>&#160;/&#32;<a href="/wiki/Clinical_study_design" title="Clinical study design">studies</a></li> <li><a href="/wiki/Epidemiology" title="Epidemiology">Epidemiology</a></li> <li><a href="/wiki/Medical_statistics" title="Medical statistics">Medical statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Engineering_statistics" title="Engineering statistics">Engineering statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Chemometrics" title="Chemometrics">Chemometrics</a></li> <li><a href="/wiki/Methods_engineering" title="Methods engineering">Methods engineering</a></li> <li><a href="/wiki/Probabilistic_design" title="Probabilistic design">Probabilistic design</a></li> <li><a href="/wiki/Statistical_process_control" title="Statistical process control">Process</a>&#160;/&#32;<a href="/wiki/Quality_control" title="Quality control">quality control</a></li> <li><a href="/wiki/Reliability_engineering" title="Reliability engineering">Reliability</a></li> <li><a href="/wiki/System_identification" title="System identification">System identification</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Social_statistics" title="Social statistics">Social statistics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Actuarial_science" title="Actuarial science">Actuarial science</a></li> <li><a href="/wiki/Census" title="Census">Census</a></li> <li><a href="/wiki/Crime_statistics" title="Crime statistics">Crime statistics</a></li> <li><a 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