"A practical result:" One can become more sure of an average value by having more measurements in a sample. Then the standard error of the mean will be smaller because the standard deviation is divided by a bigger number. However, to make the uncertainty (standard error of the mean) in an average value half as big, the sample size (n) needs to be four times bigger. This is because the standard deviation is divided by the square root of the sample size. To make the uncertainty one-tenth as big, the sample size (n) needs to be one hundred times bigger.