Definition:Bias of Estimator

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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