SE = SD(of the population)/sqrt(n) SE: standard error of the mean. n is population size. why is that true . i wanna know either statistical reason or mathematical reason.
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Originally Posted by bogazichili SE = SD(of the population)/sqrt(n) SE: standard error of the mean. n is population size. why is that true . i wanna know either statistical reason or mathematical reason. Read this: Sampling Distribution of the Mean
Just take the square root of... $\displaystyle V(\bar X) =V\biggl({X_1+\cdots +X_n\over n}\biggr)={1\over n^2}\bigl[ V(X_1)+\cdots +V(X_n)\bigr] ={1\over n^2}[n\sigma^2]={\sigma^2\over n}$
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