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Glossary Statistics / Term

Standard Error (SE)

The Standard Error of a random variable is a measure of how far it is likely to be from its expected value; that is, its scatter in repeated experiments. The SE of a random variable X is defined to be

SE(X) = [E( (X − E(X))2 )] ½.

That is, the standard error is the square-root of the expected squared difference between the random variable and its expected value. The SE of a random variable is analogous to the SD of a list.

Permanent link Standard Error (SE) - Creation date 2021-08-07


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