Standard Error

Why is this Important?

You are going to generate lots of statistics as a researcher. There are basically two types:

Descriptive & Inferential

Descriptive statistics describe the data - like the mean and standard deviation.

Inferential statistics enable you to make decisions about your data and draw inferences such as:

A Big Idea:

Inferential statistics are based on the concept of making decisions using distributions of sample statistics. Such a distribution is called a sampling distribution. The reason to use samples is that populations are usually too large or impossible to test.

If one sets up a sampling distribution, you can judge the relative position of your sample statistic as compared to the population statistic. With this information, you can make a judgment called a hypothesis test. This is discussed in our next workshop.

In any case - there are different shapes of sampling distributions.

Some are bell shaped like the t-distribution. Some have asymmetrical shapes like the Chi-square and F-distributions (both related).

Another Big Idea:

You generate sampling distribution by:

An Example:

The Sampling Distribution and Standard Error of the Mean

We will use an artificial population of five numbers, which are 1, 2, 3, 4, 5 (I choose not to use some hypothetical distribution of all the students in the USA or the like). If you want, assume that it is after Y2K and only 5 people survive, they are the population. We test them on some variable. One person says 1, another says 2, etc.

So our population is: 1, 2, 3, 4, 5. Note that the mean (m) for this population is 3 and its standard deviation is 1.414.

I decide to take a sample size of 2. I pick a person at random. Then, I pick again. It is possible that I pick the same person twice. These would be all my possible samples. I have also calculated the mean of each of the samples. There are 25 possible samples.

Subject 1

Subject 2

Average of The Sample*

1.00

1.00

1.00

1.00

2.00

1.50

1.00

3.00

2.00

1.00

4.00

2.50

1.00

5.00

3.00

2.00

1.00

1.50 *Average = (2 + 1)/2 = 1.50

2.00

2.00

2.00

2.00

3.00

2.50

2.00

4.00

3.00

2.00

5.00

3.50

3.00

1.00

2.00

3.00

2.00

2.50

3.00

3.00

3.00

3.00

4.00

3.50

3.00

5.00

4.00

4.00

1.00

2.50

4.00

2.00

3.00

4.00

3.00

3.50

4.00

4.00

4.00

4.00

5.00

4.50

5.00

1.00

3.00

5.00

2.00

3.50

5.00

3.00

4.00

5.00

4.00

4.50

5.00

5.00

5.00