Category:Definitions/Estimators

This category contains definitions related to Estimators.
Related results can be found in Category:Estimators.

An estimator is a statistic used to establish an approximate value of a population parameter.

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 population 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 $\theta$.