Definition:Mean Squared Error
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Definition
The mean squared error is the expected value of the square of the difference between an estimator $T$ and the true parameter value $\theta$.
Also see
- Results about mean squared error can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): mean squared error
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): mean squared error