Standard Deviation vs Standard Error, Clearly Explained!!!

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  • Опубликовано: 29 сен 2024

Комментарии • 482

  • @statquest
    @statquest  2 года назад +8

    Support StatQuest by buying my book The StatQuest Illustrated Guide to Machine Learning or a Study Guide or Merch!!! statquest.org/statquest-store/

  • @richiedexter6302
    @richiedexter6302 5 лет назад +591

    I was looking for one sentence....the sentence that made my day. The standard error is the STANDARD DEVIATION OF THE MEANS😎

    • @user-bz7fj1fk2m
      @user-bz7fj1fk2m 4 года назад +2

      The standard error vs The standard error of (the) mean. Am I right?

    • @nyetoska
      @nyetoska 3 года назад +4

      hell yes. I was waiting for this all my life.

    • @zyansheep
      @zyansheep 3 года назад +5

      *ignores last 3 words*
      "The standard error is the standard deviation"
      NANI?!?

    • @carterreid6151
      @carterreid6151 3 года назад +10

      Why cant school just say this^^^^^ to explain this like holy its not that hard to dumb it down

    • @TheEyeofSauron_1
      @TheEyeofSauron_1 3 года назад +4

      And he didn't charge $25,000 for it

  • @haritchetty
    @haritchetty 4 года назад +265

    I cannot tell you how many hours I've spent trying to understand this concept. Every video I've watched has been unclear or just to complex for me to visualize and understand. I literally paused at 1:34 and just sat there for a solid minute cause it was that simple. I'm amazed that no one has ever explained it like this to me, including my Stats teacher. Thanks so much for this!

    • @statquest
      @statquest  4 года назад +15

      Awesome!!! I'm glad the video was helpful! Yes, it really is that simple.

    • @rahulshah26
      @rahulshah26 2 года назад +8

      That's crazy, I read this comment as I'm paused at 1:34 !

    • @marcosgarcia1424
      @marcosgarcia1424 2 года назад +2

      @@rahulshah26 Same LOL

  • @shanzhengyang9834
    @shanzhengyang9834 Год назад +1

    well explained, thank you!

  • @brunoraviolo
    @brunoraviolo 4 года назад +1

    Thanks for all those excellent videos, and cheer up!

  • @subhashinisivagobi9995
    @subhashinisivagobi9995 5 лет назад +2

    Thank you. This helped a lot

  • @yaluntan3643
    @yaluntan3643 4 года назад

    Very clear and helpful, thanks so much! :)

    • @statquest
      @statquest  4 года назад

      Glad it was helpful!

  • @randomentertainment2325
    @randomentertainment2325 4 года назад +1

    Love u my bro

  • @RedBullxMD
    @RedBullxMD 6 лет назад +150

    I work in data science. Took masters level courses from many professors for a lot of $$. These videos are much clearer (and better) IMO

    • @statquest
      @statquest  6 лет назад +4

      Thanks for the endorsement! :)

    • @statquest
      @statquest  6 лет назад +23

      Jason St George I'm glad these videos help fill the gaps in what is taught in classes. I was always pretty slow when I took classes - so I made these videos so that I could make sense of the material - I'm a visual learner, and the stuff I learned in classes was all based on equations, which I had trouble learning and remembering.

    • @TheAlerb
      @TheAlerb 4 года назад +1

      Agree, I am here cuz im taking a statistic signature in master :P

    • @raygivler
      @raygivler 4 года назад +1

      I have to piggyback on Mike's comment. I tried Harvard's EdX in data science (which I advise everyone to avoid at all costs), and the explanations were just disparate terms, equations, and R code. I am sticking with Josh. The Harvard/Edx system even marked me as passing one of the 9 sections, but they LOST MY DATA somehow. Even after I sent them screenshots showing the display of my passing in their system, they would not update my account and mark me as passing.

    • @qpellidomombre
      @qpellidomombre 3 года назад

      You pay for the degree first, then the education

  • @frontroom
    @frontroom Год назад +10

    Why all my profs make this so difficult I will never know... But what I do know is that this video helped me understand it instantly and simply. Thank you so much!

  • @JagoBridgland
    @JagoBridgland 6 лет назад +159

    Fourth video watched from different sources on standard error, this was the one where i paused the video at 1:34 pointed at the screen and said "That makes sense" out loud to myself. Simple explanation is key, thanks a lot

    • @statquest
      @statquest  6 лет назад +13

      Hooray!!!! I'm glad my video was helpful. :)

    • @TheKubbas
      @TheKubbas 5 лет назад +7

      THAT'S EXACTLY WHAT I DID! Paused at 1:35, stared at the screen and went "WHOOAAAAAAAA!!!!"

    • @statquest
      @statquest  5 лет назад +4

      @@TheKubbas That's awesome!!! :)

    • @AnyutaWiazemsky
      @AnyutaWiazemsky 5 лет назад +2

      one more "whoooaaa" here :)

    • @statquest
      @statquest  5 лет назад +1

      @@AnyutaWiazemsky :)

  • @alecvan7143
    @alecvan7143 4 года назад +34

    Crazy how simply something that seemed so complicated truly is-thank you Josh!

  • @Semyazi
    @Semyazi Год назад +3

    This video changed my life.

  • @av3499
    @av3499 4 года назад +2

    30 people who disliked this probably gonna fail Statistics 101

  • @denis669
    @denis669 5 лет назад +11

    If you read this, then you probably also have a Stat exam in a few days. Other than that, great video. Short and simple.

  • @criticalmaz1609
    @criticalmaz1609 7 месяцев назад +3

    Thank you! I don't know why my professor couldn't just explain it like that. I have dyscalculia so I need something to visualize in order to understand abstract concepts like this.

    • @statquest
      @statquest  7 месяцев назад

      Happy to help!

  • @michellechen5253
    @michellechen5253 3 года назад +2

    omg this video brightened my day!!!! Thank you so muchhhh!

  • @JosefK511
    @JosefK511 4 месяца назад +4

    JESUS CHRIST FINALLY

  • @staceytaranto7092
    @staceytaranto7092 6 месяцев назад +2

    Thank you for such a clear and concise explanation. I can tick this confusing concept off my list to clarify and move onto the next one!!

  • @ireneylhsiao
    @ireneylhsiao 5 лет назад +5

    I have seen lots of articles and videos explaining Standard Error using complicated terms and I couldn't get it. This is the only that make sense to me. Really clear and simple. Thanks a lot.

    • @statquest
      @statquest  5 лет назад

      Awesome! I'm glad my video was helpful. :)

  • @iremiposiajayi122
    @iremiposiajayi122 23 дня назад +2

    omg. it finally is coming together. thank you so so much!

  • @mintr5767
    @mintr5767 2 года назад +4

    holy crap. I'm an undergrad psych student doing a long distance course so most of my learning is driven by myself, and the statistics have been driving me insane; I just don't understand it at all. this video is SO simple and something I've been struggling with for WEEKS is finally clear. thank you SO much I literally owe you my firstborn

    • @statquest
      @statquest  2 года назад

      Bam! Glad I could help!

  • @flagshipbuilds
    @flagshipbuilds 6 лет назад +5

    Thank you for the clear and simple explanation, as I am visual learner. I re-phrased it to my understanding/textbook. Please clarify/advise: Standard deviation quantifies how much a data entry deviates from the mean, within a data set.
    Standard error quantifies the deviation of multiple means from the true mean, from multiple data sets.

    • @statquest
      @statquest  6 лет назад +3

      That is correct! You've got it! :)

    • @flagshipbuilds
      @flagshipbuilds 6 лет назад +2

      @@statquest Thank you for your help!

  • @hdpredator11143103
    @hdpredator11143103 2 дня назад +1

    It really was just that simple. Thank you so much for this explanation!! It took days for me to try to understand it and you got me to understand it in only a few minutes.

  • @MicheleFortunato
    @MicheleFortunato 4 года назад +5

    Finally a meaningful explanation! This was enlighting!

    • @statquest
      @statquest  4 года назад

      Awesome!!! Thank you! :)

  • @mother_squid
    @mother_squid 4 месяца назад +1

    I have been STRUGGLING to get in my brain this concept which so many places explain in a super abstract and confusing way (for me). I have felt incredibly stupid but this helps me feel slightly less so.

  • @imonsanyal
    @imonsanyal 3 года назад +3

    'StatQuickie' is probably the perfect name for this channel. Quick but satisfactory.

  • @Skeptic_Awe
    @Skeptic_Awe 6 лет назад +5

    Thanks for this video. Great explanation! One question though. If there is only one set of measurements, then how can we calculate standard error? I feel that by definition (provided in the video) standard error is not applicable to one set of measurements. Any thoughts on this are greatly appreciated. Thanks!

    • @statquest
      @statquest  6 лет назад +7

      I know - the formula, given only a single set of measurements, is pretty magical. It's derived from something called "The Central Limit Theorem", which shows that sample means, regardless of the distribution the sample comes from, are normally distributed. Once you know that they are normally distributed, it is easy to calculate the standard error from a single set of measurements. If you're interested in the Central Limit Theorem, I have a video on it: ruclips.net/video/YAlJCEDH2uY/видео.html

    • @sanchitakanta1018
      @sanchitakanta1018 3 года назад

      @@statquest when I am drawing 30 elements from a population and I calculate the mean of these 30 elements, it will be normally distributed according to the Central Limit Theorem.
      Please rectify my concept if it is wrong.
      Now, what is the formula for standard error of this sample (n=30)?
      Standard error is the standard deviation of the means.
      Over here we just have a single mean.
      It would really helpful if you could clarify this.

    • @statquest
      @statquest  3 года назад +1

      @@sanchitakanta1018 Because means are normally distributed, we can calculate the standard error of the mean as the standard deviation of the data divided by the square root of the sample size. In other words, the larger the sample size, the smaller the standard error of the mean, and the better the estimate of the mean.

    • @sanchitakanta1018
      @sanchitakanta1018 3 года назад

      @@statquest so basically when we have just one sample with a single mean the formula becomes
      S.E = S.D of the sample/sqrt(n)
      Where n= sample size.

    • @sanchitakanta1018
      @sanchitakanta1018 3 года назад +1

      @@statquest Thank you so much.🌻
      You are a blessing for students struggling with statistics.

  • @andrewyan7217
    @andrewyan7217 4 года назад +2

    Thank you for these awesome videos. Subscribed your channel to show support! Hope you make more educational videos and get more subscribers.

    • @statquest
      @statquest  4 года назад

      Thank you very much for your support! It really means a lot to me.

  • @saumyamyam
    @saumyamyam 11 месяцев назад +3

    This is by far the easiest and the most precise explanation I've come across on standard error of mean. Thankyou so much!

    • @statquest
      @statquest  11 месяцев назад

      Glad it helped!

  • @peerlesscucumber1896
    @peerlesscucumber1896 5 месяцев назад +1

    Thank u so much I’m literally struggling with understanding them for my Psm exam but thanks to u I learned it !!! Thank uuuu

  • @rakeshbhatt8412
    @rakeshbhatt8412 2 года назад +1

    This was a new information for me. However, I'm not able to understand how (and why) are we calculating standard error for single set of observations (having only 1 mean for the set). Shouldn't standard error be 0 for any single set of observation? Can someone please clarify?

    • @statquest
      @statquest  2 года назад

      The reason we can calculate a non-zero value for the standard error from a single dataset is that the raw data gives us an estimate of the raw variation in the data. Once we have that estimate, we can estimate how the mean itself would vary, given how the data itself varies.

  • @jesusbernal9942
    @jesusbernal9942 2 года назад +1

    Hello Josh! Do you have any guide to Data Analysis? I'm working as data analyst intern in a company and i would to improve my knowledge about it to be able to apply the concepts to the projects i'm working on

    • @statquest
      @statquest  2 года назад +1

      All I have is a bunch of videos on statistics concepts and machine learning here: statquest.org/video-index/

  • @Goldpoint3295
    @Goldpoint3295 13 дней назад +1

    Thank you,a million times 🎉. I can never forget this definition❤

  • @mostinho7
    @mostinho7 2 года назад +1

    Standard error is standard deviation of mean when taking n samples with x data points each. However, standard error can be calculated from single sample of measurements, which is confusing because what it actually means is the standard deviation of means of many samples.

  • @jordanyang3509
    @jordanyang3509 3 года назад +1

    This is hands down the best channel on RUclips!!!!!!!!!!! If you don't agree then you are a monkey.

  • @breakdancerQ
    @breakdancerQ Год назад +1

    Holy shit, this guy explained in an actual understandable way! Which I can't say for many other sources!

  • @jeanhwang18
    @jeanhwang18 3 года назад +2

    It's so clear to understand those terms. Thanks so much. I'm gonna check out other videos from your channel.

  • @vide0gameCaster
    @vide0gameCaster 3 года назад +1

    wai..wait, that was it. That's all it was? Why the fck did my teacher made it sound so fcking complicated!?

  • @lilsunflower5146
    @lilsunflower5146 2 года назад +1

    i'm here cause i'm taking applied stats for business. thank you sooo much for this

  • @ومنالهبلماقتل
    @ومنالهبلماقتل Год назад +1

    I have been literally wasting my time trying to understand the principal mean and it's that simple at the end.
    I hate universities and their ways of teaching

  • @MohammedNoureldin
    @MohammedNoureldin 4 года назад +2

    I watched 10 minutes video which made me totally confused about this topic, and with you, I understood it perfectly in 2 minutes! You are awesome!

  • @beatrix_victoriastation
    @beatrix_victoriastation Месяц назад +1

    Oh my! I❤ you! This is the best version of explanation !

  • @Shkvarka
    @Shkvarka 4 года назад +4

    THE GOD OF MATH!!!!!! THANK YOU SIR!!!!!

  • @Cleisthenes2
    @Cleisthenes2 2 года назад +1

    A friend told me that the standard error is the standard deviation of the sampling distribution. Is that right?

  • @NamitThakkar
    @NamitThakkar 2 года назад +1

    that was really tough to visualize before watching this video ..

    • @statquest
      @statquest  2 года назад

      I hope it was helpful.

  • @ismailbayram_ce
    @ismailbayram_ce 5 лет назад +2

    I have never ever seen like teaching! At my university, all teachers are just officer

    • @statquest
      @statquest  5 лет назад

      I'm so glad you like my videos. :)

  • @TheYellowshuttle
    @TheYellowshuttle 4 года назад +4

    Beautifully explained!

  • @salnaud8898
    @salnaud8898 5 лет назад +2

    Your channel is awesome mate. Easy to fallow, Simple clear examples. Effective visualization.
    You are legend.
    Cheers,

  • @eggybakey
    @eggybakey 2 года назад +1

    thank you.... you have saved my life........ mr statquest!!

  • @user-saint
    @user-saint Год назад +1

    Thanks you sir, you explained very clear.

  • @bkang0322
    @bkang0322 5 лет назад +3

    This is extremely helpful! Thank you!!

  • @happybubblemanfan
    @happybubblemanfan 4 года назад +2

    I know this was posted awhile ago but thank you! This is the explanation I needed.

    • @statquest
      @statquest  4 года назад

      An oldie but a goodie!

  • @SteveKarpali
    @SteveKarpali 10 месяцев назад +1

    That really clicked. Things are so much easier to understand when analogies are used instead of just technical words. Thumbs up!

    • @statquest
      @statquest  10 месяцев назад

      Glad it was helpful!

  • @aminvalencia5375
    @aminvalencia5375 Год назад +1

    best video on this shit yo literally straight to work no BS

  • @flavimir15
    @flavimir15 6 лет назад +2

    Thank you so much for this video! It's been very helpful !!

  • @33.thariqkemalhassan59
    @33.thariqkemalhassan59 10 месяцев назад +1

    Thank you so much! My lecturer explain this like in 2 weeks but i can’t understand. Just by watching this video i constantly understand. Thanks!❤

    • @statquest
      @statquest  10 месяцев назад

      Glad it helped!

  • @multitaskprueba1
    @multitaskprueba1 3 года назад +1

    Fantastic video! Thank you so much!

  • @mohammedsindi88
    @mohammedsindi88 Год назад +2

    You destroyed it.

  • @louisewatts1269
    @louisewatts1269 10 месяцев назад +1

    This video is so helpful!! I'm definitely subscribing for more tips. Thank you!

  • @NX-mw6qi
    @NX-mw6qi 2 года назад +1

    I found it ! thank you very^very much

  • @broskiq3802
    @broskiq3802 Год назад +1

    Great video! I have a question...
    would you calculate the standard error of the mean for just 5 data/samples? if not why not? and would you need a larger sample size to even consider doing the standard error?
    I get you can use it for just one data set, but woudnt that data set have to have a large sample? because the whole point is to reach a value closer to 0 or true value.

    • @statquest
      @statquest  Год назад

      You can calculate the standard error for any size dataset, even very small ones. The more data you have, the smaller the standard error will be. So for a very small dataset, we'll have a relatively large standard error, and, as a result, not a lot of confidence in where the true population mean is. In contrast, for a larger dataset, we'll have a relatively small standard error that gives us more confidence that we know where the population mean is.

  • @rawan2675
    @rawan2675 4 года назад +2

    Finally I got it !!!
    Thank you SO MUCH

    • @statquest
      @statquest  4 года назад

      Hooray! That's awesome. :)

  • @binitbajracharya8230
    @binitbajracharya8230 3 года назад +1

    yes this is the explanation i needed...the concept...the core of what it is and its importance.... all other people trying to fill up the formula and explaining without giving any logic....goddamn i know the formula 🤦 this is the best explanation in less than 3 mins.... thank you sir

  • @shadrinan90
    @shadrinan90 8 месяцев назад +1

    Great ans simple explanation, thanks!

    • @statquest
      @statquest  7 месяцев назад

      Glad it was helpful!

  • @pannpat7489
    @pannpat7489 6 лет назад +3

    This is so crystal clear and helpful.
    Many thanks to you!

    • @statquest
      @statquest  6 лет назад

      You're welcome!! I'm glad the video was helpful! :)

  • @StuffOffYouStuff
    @StuffOffYouStuff 5 месяцев назад +1

    Jeez! By far the simplest explanation of what the standard error is! You win! Thank you.

  • @clairefontaa587
    @clairefontaa587 4 года назад +7

    Thank you so much for making everything much clearer! I hope you will keep making videos in the future!

    • @statquest
      @statquest  4 года назад +1

      I love making these videos, so I will make as many as I can.

  • @cdk7849
    @cdk7849 Год назад +1

    Not many quickies are as good as this one

  • @theycallmerye3
    @theycallmerye3 10 месяцев назад +1

    Excellent. Simple and well explained. 👍

    • @statquest
      @statquest  10 месяцев назад

      Glad it was helpful!

  • @early.autumn.summer
    @early.autumn.summer 9 месяцев назад +1

    I literally could have skipped my stats lectures and watched this video instead- super helpful thank you!!

    • @statquest
      @statquest  9 месяцев назад

      Glad it helped!

  • @TonyFraser
    @TonyFraser Год назад +1

    Brilliant video! Thanks Josh!

  • @avivakathleenanzak5317
    @avivakathleenanzak5317 Год назад +1

    I've already recommended this video to my classmates. thanks for providing this!!

  • @ArshdeepSandhuMIT
    @ArshdeepSandhuMIT 3 года назад +1

    Thank you very much Josh Starmer

    • @statquest
      @statquest  3 года назад

      You are very welcome!

  • @esmecm7804
    @esmecm7804 4 года назад +1

    Thanks thanks thanks for this video !!!

  • @leiptr4244
    @leiptr4244 Год назад +1

    Bro much appreciation much love

    • @statquest
      @statquest  Год назад +1

      Thank you very much! :)

  • @KansasFashion
    @KansasFashion 3 года назад +1

    Josh, where is your song for this video? lol

    • @statquest
      @statquest  3 года назад

      Ha! Great Question!!! It totally needs a song.

  • @katrinajohnson2841
    @katrinajohnson2841 5 лет назад +2

    Thank you for this extremely helpful, and concise, explanation!

  • @DocFAT1
    @DocFAT1 Год назад +1

    But how, just how could you make it so simple. You sir are a blessing.

  • @KathrynOBrien-lv7ss
    @KathrynOBrien-lv7ss Год назад +1

    when I was taking notes on this in class it made so much sense, and as I went back to study my notes and saw "standard deviation of the means of the means" I literally could not figure out what that meant, so I am very grateful for this video and the visual representation.

  • @keelycanniff4147
    @keelycanniff4147 2 года назад +1

    very helpful! thank you for the nice graphic and slow explanation.

  • @MrPolklop
    @MrPolklop 5 лет назад +11

    It took my teacher 2 months to "teach" us this and I learned it in about 30 seconds from this random RUclips video.

  • @nataliiaiatsenko7779
    @nataliiaiatsenko7779 Год назад +1

    I think your students are excited about your explanation. Me too.Thank you.

  • @Chewy921
    @Chewy921 2 года назад +1

    Thank you so much for your lucid and elegant discussion. You're a Lord of Statistics.

  • @winterdreamer5982
    @winterdreamer5982 2 года назад +1

    UGH finally I understand

  • @SS-fd8kh
    @SS-fd8kh 2 года назад +1

    thank you so muc,h, savior!

  • @mahxylim7983
    @mahxylim7983 6 месяцев назад +1

    You are the best! thankyou!

  • @ben94_
    @ben94_ 7 месяцев назад +1

    thank you that cleared it up

  • @tinglingwei1056
    @tinglingwei1056 5 месяцев назад +1

    You are the GOAT of stats!

  • @earla159
    @earla159 6 лет назад +1

    Fantastic! I've finished a number of videos on SD vs SE and this is the one which made the difference click for me.

  • @iftrejom
    @iftrejom 3 года назад +1

    So simple to understand, that is what I needed. Thank you very much.

  • @pedroalmeida6934
    @pedroalmeida6934 Год назад +1

    This video has exactly the information I was looking for! Thanks!

  • @easyoklife1292
    @easyoklife1292 5 лет назад +1

    Wow so easy explanation

  • @xristina4eve
    @xristina4eve 5 лет назад +1

    Thank you very much! This is how everything should be explained

  • @filosofiacientifica
    @filosofiacientifica 4 года назад +1

    Thank you so much indeed. Amazing explanation and helped me a lot !! cheers

  • @bibekdhungana1911
    @bibekdhungana1911 3 года назад +1

    I finally found the perfect explanation. Thank you so much.

  • @AliShaikh_744
    @AliShaikh_744 8 месяцев назад +1

    Beautiful. Thanks

  • @davidzhang6076
    @davidzhang6076 2 года назад +1

    Extremely helpful! Can't appreciate enough👍❤

  • @AhsanIftikharQureshi
    @AhsanIftikharQureshi 4 года назад +1

    Very simple and clear explanation. Thanks for the great video.

  • @seymourlim8420
    @seymourlim8420 2 года назад +1

    Thank you very much. 😊

    • @statquest
      @statquest  2 года назад

      You're welcome 😊!