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
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
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
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
minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than...
7 KB (1,107 words) - 11:26, 21 May 2023
Median (redirect from Median unbiased estimator)
valuePages displaying short descriptions of redirect targets Bias of an estimator – Difference between an estimator's expected value from a parameter's true...
59 KB (7,641 words) - 03:52, 17 May 2024