Given simple random samples of size *n* from a given population with a measured characteristic such as mean, proportion, or standard deviation for each sample, the probability distribution of all the measured characteristics is called a sampling distribution. How much the statistic varies from one sample to another is known as the sampling variability of a statistic. You typically measure the sampling variability of a statistic by its standard error. The standard error of the mean is an example of a standard error. It is a special standard deviation and is known as the standard deviation of the sampling distribution of the mean.

*This text is adapted from **Openstax, Introductory Statistics, Section 2.7 Measures of Spread of Data*

ABOUT JoVE

Copyright © 2024 MyJoVE Corporation. All rights reserved