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Sampling Distributions

  1. Jan 20, 2006 #1
    Hiya guys, I just have what I'm sure is a simple question about statistics, but I can't seem to find it anywhere ...

    I was wondering, when finding the standard deviation of a sample mean, why do you divide the population standard deviation by the square root of n? I'm not really sure why they took the square root ... if anyone could help, I'd really appreciate it :biggrin:

    Thanks so much!
  2. jcsd
  3. Jan 20, 2006 #2


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    The short answer is because sample variance is defined as this. And the heuristic explanation for the sample variance formula is that the sample variance is the average squared deviation from the mean, so it is being averaged across n observations.
  4. Jan 20, 2006 #3


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    Slight nitpicking: When you use the sample mean to estimate the sample variance, you should use n-1 not n. If you happen to know the true mean, then you can use n.
  5. Jan 20, 2006 #4

    Thank you so much! I was really curious and my AP stats teacher is kind of confused as to what's going on because she hurt herself at the beginning of the year and has been pretty much gone since then, and then refuses to explain why of anything ... I don't think we've actually learned about variance yet, but thanks a lot anyway, I really appreciate it :rofl:
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