Definition:Bias of Estimator
Jump to navigation
Jump to search
This article needs to be linked to other articles.
In particular: statistical model.
You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by adding these links.
In particular: statistical model.
You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by adding these links.
To discuss this in more detail, feel free to use the talk page.
Once you have done so, you can remove this instance of {{MissingLinks}} from the code.
Definition
Let $\theta$ be a population parameter of some statistical model.
Let $\mathbf X$ be a random sample from this population.
Let $\delta$ be an estimator of $\theta$.
The bias of $\delta$ is defined as:
- $\map {\operatorname{bias} } \delta = \expect {\map \delta {\mathbf X} } - \theta$
Sources
- 2011: Morris H. DeGroot and Mark J. Schervish: Probability and Statistics (4th ed.): $8.7$: Unbiased Estimators: Definition $8.7.1$