Error of the average value of a data set, where each point has error?

danmam

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Feb 26, 2012
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I have a set of data, let's say 4 length measurements, 6, 7, 8, and 9 mm, each with an uncertainty of +/- 0.3 mm. How do I find the uncertainty of the AVERAGE of these lengths?

I tried standard deviation, but that ignores the uncertainty of each measurement. If I do normal error propagation, the uncertainty of the average increases with each extra data point...which seems wrong.
 
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