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Standard Error Calculator

Calculate standard error, margin of error, and confidence intervals for statistical analysis

Calculation Type

Standard Error of Mean: Measures variability of sample mean from population mean
Population or sample standard deviation
Standard Error of Proportion: Measures variability of sample proportion
Enter as decimal (e.g., 0.60 for 60%)
SE of Difference of Means: For two independent samples
Sample 1
Sample 2
SE of Difference of Proportions: For two independent samples
Sample 1
Sample 2

Results

Select calculation type and enter data

Understanding Standard Error

Standard error (SE) measures the precision of a sample statistic as an estimate of the population parameter. It quantifies how much the statistic varies from sample to sample.

Standard Error Formulas

1. Standard Error of Mean
SE = σ / √n

Where: σ = population standard deviation, n = sample size

When σ is unknown, use sample standard deviation (s)

2. Standard Error of Proportion
SE = √[p(1-p) / n]

Where: p = sample proportion, n = sample size

3. Standard Error of Difference of Means
SE = √[(s₁²/n₁) + (s₂²/n₂)]

For two independent samples with standard deviations s₁ and s₂

4. Standard Error of Difference of Proportions
SE = √[p₁(1-p₁)/n₁ + p₂(1-p₂)/n₂]

For two independent sample proportions

Margin of Error

The margin of error (ME) is the maximum expected difference between the true population parameter and sample estimate:

ME = Critical Value × SE
  • 90% confidence: Z = 1.645
  • 95% confidence: Z = 1.96
  • 99% confidence: Z = 2.576

Confidence Intervals

Confidence intervals provide a range likely to contain the true population parameter:

CI = Point Estimate ± Margin of Error
Statistic Confidence Interval Formula
Mean x̄ ± (Z × SE)
Proportion p ± (Z × SE)
Difference (Means) (x̄₁ - x̄₂) ± (Z × SE)
Difference (Props) (p₁ - p₂) ± (Z × SE)

Key Relationships

  • Larger sample size (n): Smaller SE (more precise estimate)
  • Higher variability (σ or s): Larger SE (less precise)
  • SE decreases proportional to √n (doubling sample size reduces SE by √2)
  • Smaller SE: Narrower confidence intervals (more precise)

Standard Error vs. Standard Deviation

Measure What It Measures
Standard Deviation (σ, s) Spread of individual data points around the mean
Standard Error (SE) Variability of sample statistic across different samples

Real-World Applications

  • Polling: Margin of error in election polls (±3% means SE ≈ 1.5%)
  • Clinical Trials: Precision of treatment effect estimates
  • Quality Control: Variability in manufacturing processes
  • A/B Testing: Confidence in conversion rate differences
  • Economics: Uncertainty in economic indicators

Example Interpretation

Scenario: Sample mean = 105, SE = 2.5, 95% CI

Margin of Error: 1.96 × 2.5 = 4.9

95% CI: [100.1, 109.9]

Interpretation: We are 95% confident the true population mean lies between 100.1 and 109.9

Tip: To reduce the margin of error by half, you need to quadruple the sample size (because SE ∝ 1/√n). This is why larger samples provide more precise estimates.

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Standard Error (SE): FAQ

SE vs SD?

SD measures variability of data; SE measures variability of a statistic (e.g., mean) across repeated samples and shrinks with larger n.

How does SE relate to CIs?

Confidence intervals are built from estimates ± critical value × SE (e.g., mean ± t*·SE).

When to use pooled SE?

For differences in means under equal variance assumptions; otherwise use Welch’s (unpooled) approach.

Why does larger n reduce SE?

SE typically scales like SD/√n, so it decreases as sample size grows, reflecting more precise estimates.