statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity...
25 KB (3,709 words) - 20:38, 22 August 2024
In statistics, the bias of an estimator (or bias function) is the difference between this estimator's expected value and the true value of the parameter...
34 KB (5,360 words) - 19:12, 10 August 2024
Efficiency (statistics) (redirect from Efficient estimator)
of quality of an estimator, of an experimental design, or of a hypothesis testing procedure. Essentially, a more efficient estimator needs fewer input...
22 KB (3,062 words) - 02:03, 28 June 2024
Point estimation (redirect from Point estimator)
generally, a point estimator can be contrasted with a set estimator. Examples are given by confidence sets or credible sets. A point estimator can also be contrasted...
18 KB (2,284 words) - 23:04, 18 May 2024
In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the...
12 KB (1,541 words) - 15:39, 23 December 2023
Maximum likelihood estimation (redirect from Maximum likelihood estimator)
can be solved analytically; for instance, the ordinary least squares estimator for a linear regression model maximizes the likelihood when the random...
66 KB (9,626 words) - 01:12, 8 July 2024
In estimation theory and decision theory, a Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value...
22 KB (3,845 words) - 16:15, 22 August 2024
Rao–Blackwell theorem (redirect from Rao-Blackwell estimator)
that characterizes the transformation of an arbitrarily crude estimator into an estimator that is optimal by the mean-squared-error criterion or any of...
13 KB (2,164 words) - 15:10, 19 November 2023
Kernel density estimation (redirect from Kernel density estimator)
interested in estimating the shape of this function ƒ. Its kernel density estimator is f ^ h ( x ) = 1 n ∑ i = 1 n K h ( x − x i ) = 1 n h ∑ i = 1 n K ( x...
38 KB (4,535 words) - 09:49, 13 June 2024
Mean squared error (section Estimator)
statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average...
24 KB (3,827 words) - 09:26, 11 June 2024