Let $X \in \text{Random}(\mathbb{R})$ be a
D3161: Random real number such that
(i) |
\begin{equation}
\mathbb{E} |X|^2
< \infty
\end{equation}
|
The
standard error of $X$ is with respect to $N \in 1, 2, 3, \ldots$ the
D993: Real number
\begin{equation}
\text{Ste} X
: = \frac{\text{Std} X}{\sqrt{N}}
\end{equation}