The standard error (SE) of a statistic is the variance of its sample distribution or an estimate of that standard deviation. If the statistic is the sample mean, then the SE is called the standard error of the mean (SEM). The standard error is a key ingredient in producing confidence intervals. 1
Standard Error of the Sample Mean
For a population with a population standard deviation
In practice, the population standard deviation is often unknown. In such cases, the sample standard deviation