<Dl> <Dd> Upper 95% limit = x _̄ + (SE × 1.96), (\ displaystyle = (\ bar (x)) + ((\ text (SE)) \ times 1.96),) and </Dd> <Dd> Lower 95% limit = x _̄ − (SE × 1.96). (\ displaystyle = (\ bar (x)) - ((\ text (SE)) \ times 1.96).) </Dd> </Dl> <Dd> Upper 95% limit = x _̄ + (SE × 1.96), (\ displaystyle = (\ bar (x)) + ((\ text (SE)) \ times 1.96),) and </Dd> <Dd> Lower 95% limit = x _̄ − (SE × 1.96). (\ displaystyle = (\ bar (x)) - ((\ text (SE)) \ times 1.96).) </Dd> <P> In particular, the standard error of a sample statistic (such as sample mean) is the actual or estimated standard deviation of the error in the process by which it was generated . In other words, it is the actual or estimated standard deviation of the sampling distribution of the sample statistic . The notation for standard error can be any one of SE, SEM (for standard error of measurement or mean), or S . </P>

What is the standard deviation of the sampling distribution (i.e. the standard error)