Talk:Standard error (statistics)

From Wikipedia, the free encyclopedia

WikiProject Mathematics
Mathematics Portal
This article is within the scope of WikiProject Mathematics, which collaborates on articles related to mathematics.
Mathematics rating: Stub Class Mid Priority  Field: Probability and statistics
One of the 500 most frequently viewed mathematics articles.

This article is within the scope of WikiProject Statistics, which collaborates to improve Wikipedia's coverage of statistics. If you would like to participate, please visit the project page.
To-do list for Standard error (statistics): edit · history · watch · refresh
  • Standard error calculations for difference between means, proportions and differences between proportions.
  • Different sampling situations for differences between proportions

See also: http://mathworld.wolfram.com/StandardError.html William M. Connolley 22:45, 2004 Mar 25 (UTC)

Just think about the needs of the reader of an encyclopaedia. Cutler 00:37, 26 Mar 2004 (UTC)


A standard convention for standard error (y, SE, or otherwise) should be used in the equations throughout this article.

BailesB 19:30, 2 October 2007 (UTC)


(User:Joeydream by 4 July 2006)

Stantard Error was used commonly in report of science/physics experiment.

the result was always written as x + (delta)x,

where (delta)x was called standard error.


The physical meaning of standard error is:

if the measurement was repeated, there is 68.2 % that the result was be measured in the range x + (delta)x

The sentence--

"In other words the standard error is the standard deviation of the sampling distribution of the sample statistic (such as sample mean, sample proportion or sample correlation)."

--is incorrect. The SE is an *estimate* of the SD of the sampling distribution. I'm changing this sentence to make it correct in the article.

Contents

[edit] standard error an estimate

The sentence--

"In other words the standard error is the standard deviation of the sampling distribution of the sample statistic (such as sample mean, sample proportion or sample correlation)."

--is incorrect. The SE is an *estimate* of the SD of the sampling distribution. Someone should change this sentence (and all other instances of the same mistake) in the article.

[edit]  ?

In the section: standard error of the mean, shouldn't the definition of sigma be "sample standard deviation" instead of "the mean" —Preceding unsigned comment added by 80.127.79.3 (talk) 13:41, 2 November 2007 (UTC)

[edit] Standard Error and Students t-distribution

The standard error is only an estimate of the standard deviation. If you know a sample to come from a normal distribution, you cannot use the standard error as if it were the standard deviation. An additional uncertainty is added to the stochastic nature of the probalistic variable when using an estimate instead of the true standrard deviation. To overcome this problem when dealing with normally distributed variable student's t-distribution is used. Someone should write something about this, or else the section about using the standard error together with the normal distribution should be deleted. —Preceding unsigned comment added by 130.239.3.3 (talk) 17:30, 12 March 2008 (UTC)

Moved to end to follow convention. Melcombe (talk) 18:05, 12 March 2008 (UTC)

Added something to article intro to start to cover above point. Possibly better elsewhere if article extended. Melcombe (talk) 18:05, 12 March 2008 (UTC)

[edit] Standard Error of Estimate?

Misunderstood between Standard Error and Standard Error of Estimate.

This the same thing, because in the litterature we talk about "Standard Error of Estimate" and no "Standard Error"

That somebody can resolve this misunderstood? —Preceding unsigned comment added by Philogik (talk • contribs) 20:43, 16 March 2008 (UTC)

But I think it is common to see some thing like "the estimate is ... and its standrard error is ..." Melcombe (talk) 10:01, 17 March 2008 (UTC)