What is the formula for the standard error?

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What is the formula for the standard error?

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Answer 1 · 2018-05-12T18:19:28

$se=sqrt(\mbox{var}(X))$

Explanation:

Given a random variable $X$ with a certain pdf $f$ , the variance is

$\mbox{var}(X) = E(X^2) - E^2(X),$ where $E$ is the expected value. The standard error (or standard deviation) is just $se=sqrt(\mbox{var}(X)).$ For example, if $X$ is $N(\mu,\sigma^2)$ , the standard error is $\sigma.$

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What is the formula for the standard error?

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