The sampling variability of a statistic is defined as how much the statistic varies from one sample to another. The sampling variability of a statistic is typically measured by measuring its standard error.
The standard error of the mean is an example of a standard error. It is a unique standard deviation known as the standard deviation of the sampling distribution of the mean. The standard error of the mean is a statistic that calculates how correctly a sample distribution represents a population using standard deviation. The standard deviation of all the sample means is denoted as , which is also called the standard error of the mean.
This text is adapted from Openstax, Introductory Statistics, Section 2.7 Measures of the Spread of the Data
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