Standard Error

The square root of the Estimated Variance of a quantity. The standard error is also sometimes used to mean

$$\mathop{\rm var}\nolimits (\bar x) = \sum_{i=1}^n \left({1\o... ...{i=1}^n \left({1\over n}\right)^2\sigma^2 = {\sigma^2\over n}.$$

See also Standard Deviation