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Standard error calculator

Estimate uncertainty in a sample average under independent sampling. Supply observations or a sample SD and count.

Calculator

Estimated standard error of the mean
0.707107
Sample standard deviation
1.581139
Sample size
5
Sample mean
3.000000
Sample variance
2.500000
Deviations used to estimate sample SD
ObservationDeviationSquared deviation
1.000000-2.0000004.000000
2.000000-1.0000001.000000
3.0000000.0000000.000000
4.0000001.0000001.000000
5.0000002.0000004.000000

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How this calculator works

The standard error of a mean describes how a sample average would vary across repeated samples. With raw data, estimate sample variance using n - 1, take its square root and divide by sqrt(n). Summary mode starts with that sample SD directly. The result assumes independent observations from a common population and does not account for weighting, clustering, serial correlation or a large sampling fraction. A zero result from identical observed values does not establish that the broader population has no uncertainty.

Formula

Mean = sum(x_i)/n; s² = sum[(x_i - mean)²]/(n - 1); estimated SEM = s/sqrt(n).

Worked example

For observations 1 and 3, the mean is 2 and squared deviations total 2. Sample SD is sqrt(2), so SEM is 1. A sample SD of 6 with n = 9 gives SEM = 2.

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Frequently asked questions

How is SEM different from SD?

SD describes individual observations. SEM describes the estimated variability of the sample average.

Can I use a single observation?

No. Estimating sample SD from raw data requires at least two observations.

Is one SEM a 95% confidence interval?

No. A confidence interval requires a suitable multiplier and assumptions; small samples commonly use a Student t multiplier.

Sources

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