The standard error of a statistic is the standard deviation (or an estimate thereof) of its sampling distribution. Why is this called an error? In metrology, measurement error is the difference between the (unknown) true value and the measured value; the measurement uncertainty is an estimate of the dispersion of many measurements around the (unknown) true value. If that dispersion is normally distributed, and it often is, then the standard deviation of many measurements may be used as an estimate for the standard uncertainty. Wikipedia notes that the standard error of the sample mean is an estimate of how far the sample mean is likely to be from the population mean, but that sounds more like a standard uncertainty than to a standard error. This is confusing.
Why is it called the standard “error” rather than standard “uncertainty”?