🔎 First-Order Uncertainty Propagation (Rigorous Method)


🧮 Significant Figures Rule (Quick Approximation)


✅ Key Difference


Why Is Standard Deviation Used?

The Standard Deviation (σ\sigma or ss) is a measure of the dispersion or variability in a set of data. It tells you, on average, how much the individual data points in a set differ from the mean (average) of that set.

In short, it puts a numerical value on spread.

Imagine two class tests that both have an average score of 75.

  1. Test A has a standard deviation of 5. Most students scored between 70 and 80. The class performed consistently.
  2. Test B has a standard deviation of 20. Some students scored 100, and some scored 50. The performance was highly varied.

The standard deviation gives you the context you need to interpret the mean.


Standard Deviation vs. Standard Error of the Mean

This is one of the most common points of confusion in statistics! They are related but measure two different things:

MeasureWhat It MeasuresSymbolKey Relationship
Standard Deviation (SD)The spread of individual data points around a single sample mean (i.e., the variability within your sample).σ\sigma (population) or ss (sample)Does not change significantly as you collect more data.
Standard Error of the Mean (SEM)The spread of sample means around the true population mean (i.e., the precision of your mean estimate).σxˉ\sigma_{\bar{x}} or sxˉs_{\bar{x}}Decreases as you collect more data (increase sample size, nn).

The Relationship

The standard error of the mean (SEM) is directly calculated from the standard deviation (SD) and the sample size (nn):

SEM=SDn\text{SEM} = \frac{\text{SD}}{\sqrt{n}}

  1. The SD (ss) tells you the inherent variability in the population (e.g., how much adult heights naturally vary).
  2. The n\sqrt{n} tells you that as you increase your sample size, the SEM gets smaller. This makes sense: a bigger sample gives you a more reliable and precise estimate of the true average, so the uncertainty in that average (the SEM) goes down.

In short: SD is a measure of the data's variability; SEM is a measure of the mean's precision.


Where Does 68% Come Into Play?

The 68% comes from the Empirical Rule, also known as the 68-95-99.7 Rule. This rule applies specifically to data that follows a Normal Distribution (a symmetrical, bell-shaped curve).

The percentages represent the area under the curve—or the proportion of data—that falls within a certain number of standard deviations from the mean:

Example:

If the average adult human height is 70 inches with a standard deviation of 3 inches:

The 68% provides a quick, powerful way to understand what is "typical" or "expected" for that data set, defining the bulk of the population around the average.


Propagation of Erros


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