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Dragon Hellfire
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DIR Return to: Probability and Statistics
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#Post#: 76--------------------------------------------------
Estimators
DIR By: Dragon Hellfire
Date: March 26, 2019, 1:05 am
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Given a parameter
[img]
HTML https://wikimedia.org/api/rest_v1/media/math/render/svg/6e5ab2664b422d53eb0c7df3b87e1360d75ad9af[/img]<br
/>find an estimator
[img]
HTML https://wikimedia.org/api/rest_v1/media/math/render/svg/89a031ed08d81ed4f0df984f0d9f30b7ae07be46[/img]<br
/>that minimizes mean squared error
[img]
HTML https://wikimedia.org/api/rest_v1/media/math/render/svg/89ad5ab8b96018258d52c2d5aedf911f99fde8f7[/img].
Then
Sampling Deviation:
[img]
HTML https://wikimedia.org/api/rest_v1/media/math/render/svg/76030928c831ca5a6eeae4c1ccb869e7135dd803[/img]
Variance:
[img]
HTML https://wikimedia.org/api/rest_v1/media/math/render/svg/945f679f0f43a3dd8cfafcef2b870ce9003fb688[/img]
Bias:
[img]
HTML https://wikimedia.org/api/rest_v1/media/math/render/svg/a6a29a5ea729da2b3d33e4236df3fdc0dbdf3247[/img]
Note that
[img]
HTML https://wikimedia.org/api/rest_v1/media/math/render/svg/ce211a25497c9208875667e6f7b8dd54726b011e[/img]
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