What is the difference between standard deviation and standard error?

本文解释了标准差和标准误的概念,指出标准差衡量单个测量值与平均值的变异程度,而标准误衡量平均值与真实平均值的变异程度。通过公式:标准误差 = 标准差 / √n,解释了样本量与标准误差的关系。
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What is the difference between standard deviation and standard error?
2012年01月05日
  Standard deviation refers to the amount you expect an individual measurement to vary from the average.
  Standard error of the mean is how much you expect a value averaged from several measurements to vary from the true mean.
  Standard error = Standard deviation / sqrt(n)
  Where n is the number of measurements you've taken and averaged into that value. The idea is that the more measurements you take the closer your average should be to the real average, even if the standard deviation in any particular measurement hasn't gone down.
  样本量大,SEM减小~~

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