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Calculating the Standard Error

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Depending on your situation, you don't have to actually construct a distribution. The value of the SE can be calculated.

For our example, with a single mean, the SE of the sampling distribution of

the mean =

Sx equals the SD calculated from your sample.

Example #1:
Our population has an SD of 1.414. We took samples of 2 from this population. What is the SE of the mean we would expect from these samples?

SE = 1.414/(square root of 2) = 1.414/1.414 = 1.00

This is the exact value we found when we took all possible samples of 2 from the population. What about samples of 3 (n = 3)? Do calculation for SE.

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