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This has different meanings depending on the context. It can mean a mistake, but to scientists working with experimental data it relates to the amount of uncertainty about the data - how wide the range of values are within which the true value of the data lies.
Eg if a scientist states that the temperature is 20 °C ± 0.5°C then the error is ±0.5°C.
They are NOT saying that a mistake has been made, they are saying that they know the value is somewhere between 1.9.5°C and 20.5°C.