Bias

From HandWiki - Reading time: 1 min


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





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