ThmDex – An index of mathematical definitions, results, and conjectures.
▼ Set of symbols
▼ Alphabet
▼ Deduction system
▼ Theory
▼ Zermelo-Fraenkel set theory
▼ Set
▼ Binary cartesian set product
▼ Binary relation
▼ Map
▼ Simple map
▼ Simple function
▼ Measurable simple complex function
▼ Simple integral
▼ Unsigned basic integral
▼ Unsigned basic expectation
▼ Basic expectation
▼ Random real number moment
▼ Random real number central moment
▼ Absolute central moment
▼ Random real number variance
▼ Random real number standard deviation
Definition D5917
Random real number standard error
Formulation 0
Let $X \in \text{Random}(\mathbb{R})$ be a D3161: Random real number such that
(i) \begin{equation} \mathbb{E} |X|^2 < \infty \end{equation}
The standard error of $X$ is with respect to $N \in 1, 2, 3, \ldots$ the D993: Real number \begin{equation} \text{Ste} X : = \frac{\text{Std} X}{\sqrt{N}} \end{equation}