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...
34 KB (5,360 words) - 19:12, 10 August 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...
25 KB (3,709 words) - 20:38, 22 August 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) - 17:51, 26 May 2024
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 (2,100 words) - 19:07, 22 July 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
precision Bias of an estimator Double descent Gauss–Markov theorem Hyperparameter optimization Law of total variance Minimum-variance unbiased estimator Model...
28 KB (3,895 words) - 14:42, 11 October 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) - 09:26, 11 June 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) - 13:45, 15 July 2024
The James–Stein estimator is a biased estimator of the mean, θ {\displaystyle {\boldsymbol {\theta }}} , of (possibly) correlated Gaussian distributed...
16 KB (2,103 words) - 03:10, 22 May 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
typical of a population Estimator bias, a bias from an estimator whose expectation differs from the true value of the parameter Personal equation, a concept...
5 KB (661 words) - 17:18, 8 December 2023
Harmonic mean (section Bias and variance estimators)
_{e}(x)-m\right)^{2}} Of these H3 is probably the best estimator for samples of 25 or more. A first order approximation to the bias and variance of H1 are bias [ H...
36 KB (5,790 words) - 14:03, 22 September 2024
efficiency and reduce the bias of unweighted estimators. One very early weighted estimator is the Horvitz–Thompson estimator of the mean. When the sampling...
14 KB (2,592 words) - 03:35, 18 September 2024
Median (redirect from Median unbiased estimator)
descriptions of redirect targets Bias of an estimator – Statistical property Central tendency – Statistical value representing the center or average of a distribution...
62 KB (7,970 words) - 14:12, 1 October 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) - 23:04, 18 May 2024
Kernel density estimation (redirect from Tree of Parzen estimators)
trade-off between the bias of the estimator and its variance. The choice of bandwidth is discussed in more detail below. A range of kernel functions are...
38 KB (4,609 words) - 08:36, 17 October 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...
22 KB (4,015 words) - 14:48, 14 June 2024
bound can also be used to bound the variance of biased estimators of given bias. In some cases, a biased approach can result in both a variance and a...
27 KB (4,434 words) - 07:07, 15 May 2024
Bhattacharyya distance Bias (statistics) Bias of an estimator Biased random walk (biochemistry) Biased sample – see Sampling bias Biclustering Big O in...
87 KB (8,285 words) - 04:29, 7 October 2024
too high: see Bias of an estimator. In contexts where forecasts are being produced on a repetitive basis, the performance of the forecasting system may...
2 KB (211 words) - 11:35, 18 January 2022
measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. In addition, if the random variable...
25 KB (3,930 words) - 21:12, 2 August 2024
Gauss–Markov theorem (redirect from Best linear unbiased estimator)
that the estimator be unbiased cannot be dropped, since biased estimators exist with lower variance. See, for example, the James–Stein estimator (which...
28 KB (4,717 words) - 00:34, 30 September 2024
In statistics, M-estimators are a broad class of extremum estimators for which the objective function is a sample average. Both non-linear least squares...
22 KB (2,846 words) - 03:26, 9 May 2024
Airy function of the second kind. BIDMAS – Brackets, Indices, Divide, Multiply, Add, Subtract. Bias – bias of an estimator . BWOC – by way of contradiction...
20 KB (1,994 words) - 07:15, 11 October 2024
Resampling (statistics) (redirect from Jackknife estimator)
distribution of an estimator by sampling with replacement from the original sample, most often with the purpose of deriving robust estimates of standard errors...
18 KB (2,225 words) - 15:27, 31 July 2024
In statistics, a trimmed estimator is an estimator derived from another estimator by excluding some of the extreme values, a process called truncation...
4 KB (613 words) - 06:28, 15 July 2024
way of seeing that this is a biased estimator of the standard deviation of the population is to start from the result that s2 is an unbiased estimator for...
18 KB (2,951 words) - 11:35, 10 May 2024
Maximum likelihood estimation (redirect from Maximum likelihood estimator)
estimator is unbiased up to the terms of order 1/ n , and is called the bias-corrected maximum likelihood estimator. This bias-corrected estimator is...
66 KB (9,622 words) - 12:50, 3 October 2024
ridge regression estimator (RR). This provides a more precise ridge parameters estimate, as its variance and mean square estimator are often smaller...
30 KB (3,941 words) - 18:19, 21 September 2024
Efficiency (statistics) (redirect from Efficiency of estimators)
measure of quality of an estimator, of an experimental design, or of a hypothesis testing procedure. Essentially, a more efficient estimator needs fewer...
22 KB (3,062 words) - 02:03, 28 June 2024