An easy non-computerized demo is have everyone in the class put their height in 
inches or cm on a slip of paper into a hat, and then sample one by one and plot 
them on the whiteboard (sample with replacement). How you "figure" the standard 
deviation depends .. I like to have the actual values in advance, but if not, 
the "idea" of the standard deviation can be eye-balled from the plot, as well 
as the mean.

Then you can do the same thing by having someone take out 2 slips of paper at a 
time and get repeated averages of two heights, plotting the averages on a 
separate plot on the whiteboard.  Again, I like to know the means and standard 
deviations in advance so I can stack one plot above the other with the means 
and x-axis values lining up. It can be done with means of 4 or 8 too, but that 
takes more time. If done carefully, it's easy to see that roughly 2/3 (68%) of 
X fall within one SD on the X plot, and 2/3 of means lie within one SE on the 
means plot - with the usual caveat "individual results may vary".

When I do this is a stats class (different audience), I sometimes generate 
random data on MINITAB for a few different sample sizes and pop the histograms 
out of the computer, and often use sample sizes 1 to 4 to 16, as I can wing the 
standard error in my head (SE gets chopped in half every time N increases 
4-fold, so, if you use IQ scores you can jump from 15 to 7.5 to 3.75 without 
calculators or computers).

If all else fails, my moment of Zen (I do one every stat class). On this topic: 
"Standard Deviation is to X as Standard Error is to X bar".

==========================
John W. Kulig 
Professor of Psychology 
Plymouth State University 
Plymouth NH 03264 
====================================================================
GALILEO GALILEI:
I do not feel obligated to believe that the same God who has endowed us with 
sense, reasons, and intellect has intended us to forgo their use.
====================================================================


----- Original Message -----
From: "Stuart McKelvie" <[email protected]>
To: "Teaching in the Psychological Sciences (TIPS)" <[email protected]>
Sent: Thursday, May 6, 2010 1:34:03 PM
Subject: RE: re:[tips] standard deviation versus standard error

Dear Tipsters,

And once the idea of the standard error is understood in the context of
the mean, it can be generalized to other statistics.

Sincerely,

Stuart

_____________________________________________________

"Floreat Labore"


"Recti cultus pectora roborant"

Stuart J. McKelvie, Ph.D., Phone: 819 822 9600 x 2402
Department of Psychology, Fax: 819 822 9661
Bishop's University,
2600 rue College,
Sherbrooke, Québec J1M 1Z7,
Canada.

E-mail: [email protected] (or [email protected])

Bishop's University Psychology Department Web Page:
http://www.ubishops.ca/ccc/div/soc/psy

Floreat Labore"



_______________________________________________________


-----Original Message-----
From: Mike Palij [mailto:[email protected]]
Sent: May 6, 2010 1:28 PM
To: Teaching in the Psychological Sciences (TIPS)
Cc: Mike Palij
Subject: re:[tips] standard deviation versus standard error

On Thursday, May 06, 2010 11:29 AM, Annette Taylor wrote:
>I am trying to explain to students with no or minimal stats knowledge
>the difference between standard deviation and standard error. They
>get SD pretty well because I can talk about average deviation about
>a mean for a set of scores. SE, the more commonly accepted error
>term these days, is a bit more complicated. Anyone have an "easy"
>way to describe it to students?

As others have pointed out, you can say that the standard error is a
standard deviation but of deviations of sample means relative to the
population mean (or our best estimate of the population mean, the
mean of the sample means). The key idea is that all of the sample
means estimate the population mean but because they are based on
subsets from the population, the sample means contain sampling error.
If the samples were the same size as the population, there would be no
sampling error and the sample means would always be equal to the
population mean (standard deviation of sample means = 0).
. But as the sample size gets smaller than the population size, the
sampling error goes from zero to some measurable amount because some
values are not included in the samples used to calculate that sample
means.. In
small samples, the amount of sampling error can be quite large and the
standard deviation of the differences among sample means provides a
measure of the amount of sampling error -- thus, the standard deviation
for deviations
of sample means around the population mean is a measure of error which
we refer to as the "standard error of the mean".

It might be useful to point out that standard errors can be calculated
for most
sample statistics and one will see standard errors for statistics like
skewness and kurtosis when one uses SPSS for detailed descriptive
statistics.

-Mike Palij
New York University
[email protected]


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