Bias

From HandWiki - Reading time: 1 min


A physical quantity Hepa img20.gif is measured using the estimator S, which is a function of the elements Hepa img21.gif of a sample, Hepa img22.gif . The difference between the expectation value of the estimator, E(S), and the true value Hepa img20.gif of the physical quantity is the bias of the estimator: Hepa img23.gif . The estimator is unbiased if Hepa img24.gif . For the relation between bias and variance of an estimator, see Bishop95.





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