What is the difference between standard deviation and standard error?


What is the difference between standard deviation and standard error?
2012年01月05日
  Standard deviation refers to the amount you expect an individual measurement to vary from the average.
  Standard error of the mean is how much you expect a value averaged from several measurements to vary from the true mean.
  Standard error = Standard deviation / sqrt(n)
  Where n is the number of measurements you've taken and averaged into that value. The idea is that the more measurements you take the closer your average should be to the real average, even if the standard deviation in any particular measurement hasn't gone down.
  样本量大,SEM减小~~

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转载自kdyzi19u.iteye.com/blog/1359389