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  2. Standard error - Wikipedia

    en.wikipedia.org/wiki/Standard_error

    A common source of confusion occurs when failing to distinguish clearly between: the standard deviation of the population ( σ {\displaystyle \sigma } ), the standard deviation of the sample ( σ x {\displaystyle \sigma _ {x}} ), the standard deviation of the mean itself ( σ x ¯ {\displaystyle \sigma _ {\bar {x}}} , which is the standard error), and the estimator of the standard deviation of ...

  3. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Propagation of uncertainty In statistics, propagation of uncertainty (or propagation of error) is the effect of variables ' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them. When the variables are the values of experimental measurements they have uncertainties due to measurement limitations (e.g., instrument precision) which propagate ...

  4. Mean squared error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_error

    Mean squared error In statistics, the mean squared error (MSE) [1] or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors —that is, the average squared difference between the estimated values and the actual value.

  5. Root mean square deviation - Wikipedia

    en.wikipedia.org/wiki/Root_mean_square_deviation

    The RMSD of an estimator with respect to an estimated parameter is defined as the square root of the mean squared error: For an unbiased estimator, the RMSD is the square root of the variance, known as the standard deviation.

  6. Margin of error - Wikipedia

    en.wikipedia.org/wiki/Margin_of_error

    Generally, at a confidence level , a sample sized of a population having expected standard deviation has a margin of error where denotes the quantile (also, commonly, a z-score), and is the standard error.

  7. Measurement uncertainty - Wikipedia

    en.wikipedia.org/wiki/Measurement_uncertainty

    Measurement uncertainty. In metrology, measurement uncertainty is the expression of the statistical dispersion of the values attributed to a quantity measured on an interval or ratio scale. All measurements are subject to uncertainty and a measurement result is complete only when it is accompanied by a statement of the associated uncertainty ...

  8. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    Next calculate the z -score, which is the distance from the sample mean to the population mean in units of the standard error: In this example, we treat the population mean and variance as known, which would be appropriate if all students in the region were tested.

  9. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    Using words, the standard deviation is the square root of the variance of X. The standard deviation of a probability distribution is the same as that of a random variable having that distribution. Not all random variables have a standard deviation.

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