This Demonstration shows three sampling distributions of means and their standard errors. The standard error of the mean is calculated as the standard deviation divided by the square root of the sample size. By changing the sample size you can see how the standard error of the mean changes. Notice how a sampling distribution becomes narrower and taller as the standard error decreases and vice versa. Change the standard deviation (which by default is set to 3) to see how that influences the sampling distribution of the means.