Linked Questions
17 questions linked to/from How does the standard error work?
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Variance calculation [duplicate]
Can someone explain why: Given a set of n independent observations Z1...Zn, each with variance K. The variance of the mean is K/n?
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How do I add a "confidence rating" to something? [duplicate]
I have a bunch of survey responses from people all over the country. Each survey has one question: "How much do you like X?" (X isn't important here), where answers range from 0 (not at all) to 100 (a ...
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Standard error for expected value [duplicate]
I have a computer simulation from which I get a sample of values of some microscopic quantity $X$, i.e. $\{ x_1,\ldots,x_N \}$. I'm interested in estimating the expected value of $X$, i.e. $E[ X]\...
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Strategies for teaching the sampling distribution
The tl;dr version
What successful strategies do you employ to teach the sampling distribution (of a sample mean, for example) at an introductory undergraduate level?
The background
In September I'll ...
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How can I calculate margin of error in a NPS (Net Promoter Score) result?
I'll let Wikipedia explain how NPS is calculated:
The Net Promoter Score is obtained by asking customers a single
question on a 0 to 10 rating scale, where 10 is "extremely likely" and
0 is "...
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What is the null hypothesis of a MANOVA?
Background
In order to analyze differences in some continuous variable between different groups (given by a categorical variable), one can perform a one-way ANOVA. If there are several explanatory (...
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Why compare sum of squares with ANOVA (and not mean)?
I got the following result of a ANOVA analysis of five independent variables with 5,8,2,2,6 levels and 5 replications for each combination:
...
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Standard error of a population
I measure the weight of 100 people and pick 20 lots of 5 people from these 100. Therefore n = 5, repeated 20 times. The 100 people represent the population and groups of 5 people represent samples ...
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What does the standard error of my IV estimate tell me?
I have computed the IV estimate and the standard error of the IV estimate. Why do I care about its standard error?
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Understanding standard error of the mean
Wikipedia article about standard error
It's clear to me that the formula $${SD}_\bar{x}\ = \frac{\sigma}{\sqrt{n}}$$
is equal to the true standard deviation of the sample mean, given that $\sigma$ ...
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F-test in multiple linear regression
I'm currently reading Introduction to statistical learning. When trying to prove the collective significance of a regression linear model, we use the F-test with the following formula.
$$F=\frac{(TSS-...
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Are degrees of freedom $n-1$ for both the sample standard deviation of the individual observations and for the standard error of the sample mean?
I collect $n$ ($<20$) i.i.d. observations from any distribution. In order to compute the sample variance, I take
$$s^2=\sum_i \frac{(\bar{X}-X_i)^2}{n-1}$$
If I want to build a confidence ...
