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Distribution of Means
A distribution of the means of lots of samples of a given size from a population (also called a sampling distribution of the mean); comparison distribution when testing hypotheses involving a single sample of more than one individual.
Mean of a Distribution of Means
This is the average of all the sample means you would get if you took infinitely many samples from a population; it comes out to be the same as the mean of the population of individuals.
μM
Means of a distribution of means
Variance of a Distribution of Means
Variance of the population divided by the number of scores in each sample.
σ2M
Variance of a distribution of means
Standard Deviation of a Distribution of Means
Square root of the variance of a distribution of means; also called standard error of the mean (SEM) and standard error (SE)
σM
Standard deviation of a distribution of means
Standard error of the mean (SEM)
Same as standard deviation of a distribution of means; also called standard error (SE).
Standard Error (SE)
A measure of how much the mean of a sample likely differs from the mean of the entire population. Same as standard deviation of a distribution of means. AKA “SEM”
Z test
Hypothesis-testing procedure in which there is a single sample and the population variance is known.
Confidence Interval (CI)
Roughly speaking, the range of scores (that is, the scores between an upper and lower value) that is likely to include the true population mean; more precisely, the range of possible population means from which it is not highly unlikely that you could have obtained your sample mean.
Confidence Limit
Upper or lower value of a confidence interval.