Definition:Estimator

Definition
Let $X_1, X_2, \ldots, X_n$ be random variables.

Let the joint distribution of $X_1, X_2, \ldots, X_n$ be indexed by a parameter $\theta$.

Let $\delta: \R^n \to \R$ be a real-valued function.

The random variable $\hat \theta = \map \delta {X_1, X_2, \ldots, X_n}$ is called an estimator of $\theta$.

A particular realization of $\hat \theta$ is called an estimate of $\theta$.