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Standard error is not sd but se. Standard error is related to sd but they are not the same $\text{se}=\frac{sd}{\sqrt{n}}$. You can also confirm here that in the first case $1.41\approx 4.46/\sqrt{10}$ Confidence interval is, for 95% confidence and using t-statistics, $\pm t^* \cdot\text{se}$, not $\pm 1.96\cdot se$. The critical value of $t^*$ at 95% level ...


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