Published Online: 15 SEP 2006
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Hughes-oliver, J. 2006. Standard Error. Encyclopedia of Environmetrics. 6.
- Published Online: 15 SEP 2006
The standard error (se) of a sample statistic is a measure of the variability of the statistic around its ‘typical’ value. The precise definition of se is, however, not universally agreed upon. Suppose TX,n ≡ T(X1, …, Xn) is the statistic of interest calculated from the sample X1,…, Xn. The se of the statistic T is sometimes defined as the standard deviation (sd) of the distribution of T and at other times as the estimated sd of the distribution of T. The latter definition is also often referred to as the estimated se. Understanding se clearly requires understanding sd.