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...

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...

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...

Given a sample of size n {\displaystyle n} , a jackknife estimator can be built by aggregating the parameter estimates from each subsample of size ( n − 1...

statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the...

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,...

precision Bias of an estimator Double descent Gauss–Markov theorem Hyperparameter optimization Law of total variance Minimum-variance unbiased estimator Model...

valuePages displaying short descriptions of redirect targets Bias of an estimator – Difference between an estimator's expected value from a parameter's true...

biased estimator of the population variance. Multiplying the uncorrected sample variance by the factor nn−1{\displaystyle {\frac {n}{n-1}}} gives an unbiased...

minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than...