The true standard deviation of the entire distribution of random sample means is defined as the standard error of the mean.

Question

Quizplus · Accepted Answer

The standard error of the mean is a measure of the variability of sample means around the true population mean. It is calculated as the standard deviation of the sampling distribution of sample means, and is therefore a measure of the precision with which the sample mean approximates the true population mean.

The True Standard Deviation of the Entire Distribution of Random