Standard Article

Standard Error

General

  1. J.M. Hughes-oliver

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.vas054

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Hughes-oliver, J. 2006. Standard Error. Encyclopedia of Environmetrics. 6.

Author Information

  1. North Carolina State University, NC, USA

Publication History

  1. Published Online: 15 SEP 2006

Abstract

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.