statistics, the bias of an estimator (or bias function) is the difference between this estimator's expected value and the true value of the parameter being...
33 KB (5,349 words) - 14:34, 7 May 2024
statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest...
26 KB (4,007 words) - 18:07, 8 May 2024
be an unbiased estimator of θ {\displaystyle \theta } ; otherwise, it is said to be a biased estimator of θ {\displaystyle \theta } . The bias of a statistic...
16 KB (2,060 words) - 16:04, 20 April 2024
statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the...
12 KB (1,541 words) - 15:39, 23 December 2023
an unbiased estimator of the variance of x ¯ {\displaystyle {\bar {x}}} . The jackknife technique can be used to estimate (and correct) the bias of an...
14 KB (2,104 words) - 21:08, 4 April 2024
Mean squared error (redirect from Sum of squared differences)
squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is,...
24 KB (3,827 words) - 19:57, 14 February 2024
precision Bias of an estimator Double descent Gauss–Markov theorem Hyperparameter optimization Law of total variance Minimum-variance unbiased estimator Model...
26 KB (3,546 words) - 19:25, 19 March 2024
The ratio estimator is a statistical estimator for the ratio of means of two random variables. Ratio estimates are biased and corrections must be made...
21 KB (3,947 words) - 22:34, 15 July 2023
Bessel's correction (section Source of bias)
multiplicative factor 1/n). In this case, the sample variance is a biased estimator of the population variance. Multiplying the uncorrected sample variance...
18 KB (3,201 words) - 16:22, 5 March 2024
Point estimation (redirect from Point estimator)
randomized estimators, and Bayesian posteriors. “Bias” is defined as the difference between the expected value of the estimator and the true value of the population...
18 KB (2,284 words) - 10:02, 27 December 2023