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Standard error : ウィキペディア英語版
Standard error

The standard error (SE) is the standard deviation of the sampling distribution of a statistic,〔Everitt, B.S. (2003) ''The Cambridge Dictionary of Statistics'', CUP. ISBN 0-521-81099-X〕 most commonly of the mean. The term may also be used to refer to an estimate of that standard deviation, derived from a particular sample used to compute the estimate.
For example, the sample mean is the usual estimator of a population mean. However, different samples drawn from that same population would in general have different values of the sample mean, so there is a distribution of sampled means (with its own mean and variance). The standard error of the mean (SEM) (i.e., of using the sample mean as a method of estimating the population mean) is the standard deviation of those sample means over all possible samples (of a given size) drawn from the population. Secondly, the standard error of the mean can refer to an estimate of that standard deviation, computed from the sample of data being analyzed at the time.
In regression analysis, the term "standard error" is also used in the phrase standard error of the regression to mean the ordinary least squares estimate of the standard deviation of the underlying errors.〔Kenney, J. and Keeping, E.S. (1963) ''Mathematics of Statistics'', van Nostrand, p. 187〕〔Zwillinger D. (1995), ''Standard Mathematical Tables and Formulae'', Chapman&Hall/CRC. ISBN 0-8493-2479-3 p. 626〕
==Standard error of the mean==

The standard error of the mean (SEM) is the standard deviation of the sample-mean's estimate of a population mean. (It can also be viewed as the standard deviation of the error in the sample mean with respect to the true mean, since the sample mean is an unbiased estimator.) SEM is usually estimated by the sample estimate of the population standard deviation (sample standard deviation) divided by the square root of the sample size (assuming statistical independence of the values in the sample):
:\text_\bar\ = \frac_\bar\ = \fracn\sigma^2=\frac.
* And the standard deviation of T/n must be \sigma/ .
''Note:'' the standard error and the standard deviation of small samples tend to systematically underestimate the population standard error and deviations: the standard error of the mean is a biased estimator of the population standard error. With n = 2 the underestimate is about 25%, but for n = 6 the underestimate is only 5%. Gurland and Tripathi (1971) provide a correction and equation for this effect. Sokal and Rohlf (1981)〔Sokal and Rohlf (1981) ''Biometry: Principles and Practice of Statistics in Biological Research'' , 2nd ed. ISBN 0-7167-1254-7 , p 53〕 give an equation of the correction factor for small samples of ''n'' < 20. See unbiased estimation of standard deviation for further discussion.
''A practical result:'' Decreasing the uncertainty in a mean value estimate by a factor of two requires acquiring four times as many observations in the sample. Or decreasing standard error by a factor of ten requires a hundred times as many observations.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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