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THE PROBABLE ERROR OF A MEAN,平均数的规律误差
THE PROBABLE ERROR OF A MEAN
By STUDENT
Introduction
Any experiment may he regarded as forming an individual of a “population”
of experiments which might he performed under the same conditions. A series
of experiments is a sample drawn from this population.
Now any series of experiments is only of value in so far as it enables us to
form a judgment as to the statistical constants of the population to which the
experiments belong. In a greater number of cases the question finally turns on
the value of a mean, either directly, or as the mean difference between the two
quantities.
If the number of experiments be very large, we may have precise information
as to the value of the mean, but if our sample be small, we have two sources of
uncertainty: (1) owing to the “error of random sampling” the mean of our series
of experiments deviates more or less widely from the mean of the population,
and (2) the sample is not sufficiently large to determine what is the law of
distribution of individuals. It is usual, however, to assume a normal distribution,
because, in a very large number of cases, this gives an approximation so close
that a small sample will give no real information as to the manner in which
the population deviates from normality: since some law of distribution must
he assumed it is better to work with a curve whose area and ordinates are
tabled, and whose properties are well known. This assumption is accordingly
made in the present paper, so that its conclusions are not strictly applicable to
populations known not to be normally distributed; yet it appears probable that
the deviation from normality must be very extreme to load to serious error. We
are concerned here solely with the first of these two sources of uncertainty.
The usual metho
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