In statistics, "standard error" represents the estimated degree of uncertainty surrounding a sample
statistic (like the mean), indicating how much variation is expected between the sample mean and
the true population mean, while "confidence level" refers to the probability that a calculated
confidence interval will capture the true population parameter within a specified range, essentially
expressing how confident we are in our estimation based on the data; both are closely related and
used together to construct confidence intervals, which provide a range of plausible values for the
population parameter based on the sample data.
Key points about standard error:
What it measures: How much a sample mean is likely to deviate from the true population mean due to
random sampling error.
Calculation: Usually calculated by dividing the standard deviation of the sample by the square
root of the sample size.
Interpretation: A smaller standard error indicates a more precise estimate of the population
mean, meaning the sample data better represents the population.
Key points about confidence level: [1, 2, 5]
What it represents: The probability that a confidence interval constructed using a specific
method will contain the true population parameter. [1, 2, 5]
Common confidence levels: 95% is a frequently used level, meaning that if we repeated the
sampling process many times, 95% of the confidence intervals generated would capture the true
population parameter. [1, 2, 9]
Confidence interval calculation: To calculate a confidence interval, add and subtract a certain
multiple of the standard error (based on the desired confidence level) from the sample statistic. [1,
2, 10]
How they work together: [1, 2, 10]
Confidence interval construction: To construct a confidence interval, we use the standard error
to determine the margin of error, which is then added and subtracted from the sample statistic to
define the range of plausible values for the population parameter at a specified confidence level.
[1, 2, 10]
Impact of sample size: Increasing the sample size typically decreases the standard error,
resulting in a narrower confidence interval and a more precise estimate of the population
parameter. [1, 2, 11]
Example: [2, 4, 6]
Imagine conducting a survey to estimate the average height of adults in a city. [2, 4, 6]
The sample mean height would be the estimate from the survey, while the standard error would
represent how much variation is expected in the sample mean compared to the true population
mean. [2, 4, 6]
If you calculate a 95% confidence interval, it would mean that you are 95% confident that the true
population average height falls within the range defined by the confidence interval. [1, 2, 5]
Generative AI is experimental.
[1] https://gregorygundersen.com/blog/2021/02/16/standard-error/
[2] https://pmc.ncbi.nlm.nih.gov/articles/PMC1255808/
[3] https://www.investopedia.com/terms/s/standard-error.asp
[4] https://www.healthknowledge.org.uk/e-learning/statistical-methods/practitioners/standard-error-
confidence-intervals
[5] https://www.youtube.com/watch?v=gdCvrpPZyRQ
[6] https://www.investopedia.com/ask/answers/042415/what-difference-between-standard-error-means-
and-standard-deviation.asp
[7] https://byjus.com/maths/standard-error/
[8] https://www.scribbr.com/statistics/standard-error/
[9] https://www-users.york.ac.uk/~mb55/yh_stats/seconf.htm
[10] https://www.ons.gov.uk/methodology/methodologytopicsandstatisticalconcepts/
uncertaintyandhowwemeasureit
[11] http://www2.stat.duke.edu/~jerry/sta101/confidenceintervalsans.html
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In statistics, "standard error" represents the estimated degree of uncertainty surrounding a sample statistic (like the mean), indicating how much
variation is expected between the sample mean and the true population mean, while "confidence level" refers to the probability that a calculated
confidence interval will capture the true population parameter within a specified range, essentially expressing how confident we are in our estimation
based on the data; both are closely related and used together to construct confidence intervals, which provide a range of plausible values for the
population parameter based on the sample data.
Key points about standard error:
What it measures:
How much a sample mean is likely to deviate from the true population mean due to random sampling error.
Calculation:
Usually calculated by dividing the standard deviation of the sample by the square root of the sample size.
Interpretation:
A smaller standard error indicates a more precise estimate of the population mean, meaning the sample data better represents the population.
Key points about confidence level:
What it represents:
The probability that a confidence interval constructed using a specific method will contain the true population parameter.
Common confidence levels:
95% is a frequently used level, meaning that if we repeated the sampling process many times, 95% of the confidence intervals generated would
capture the true population parameter.
Confidence interval calculation:
To calculate a confidence interval, add and subtract a certain multiple of the standard error (based on the desired confidence level) from the sample
statistic.
How they work together:
Confidence interval construction:
To construct a confidence interval, we use the standard error to determine the margin of error, which is then added and subtracted from the sample
statistic to define the range of plausible values for the population parameter at a specified confidence level.
Impact of sample size:
Increasing the sample size typically decreases the standard error, resulting in a narrower confidence interval and a more precise estimate of the
population parameter.
Example:
Imagine conducting a survey to estimate the average height of adults in a city.
The sample mean height would be the estimate from the survey, while the standard error would represent how much variation is expected in the
sample mean compared to the true population mean.
If you calculate a 95% confidence interval, it would mean that you are 95% confident that the true population average height falls within the range
defined by the confidence interval.
Standard deviations and standard errors - PMC
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Generative AI is experimental.
