Unbiased Estimator

Some articles on unbiased, unbiased estimator, estimator:

Stein's Unbiased Risk Estimate
... In statistics, Stein's unbiased risk estimate (SURE) is an unbiased estimator of the mean-squared error of "a nearly arbitrary, nonlinear biased estimator." In other words, it provides an ... This is important since the true mean-squared error of an estimator is a function of the unknown parameter to be estimated, and thus cannot be determined exactly ...
Minimum-variance Unbiased Estimator
... In statistics a uniformly minimum-variance unbiased estimator or minimum-variance unbiased estimator (UMVUE or MVUE) is an unbiased estimator that has lower variance ...
Bias Of An Estimator - Examples - Estimating A Poisson Probability
... A far more extreme case of a biased estimator being better than any unbiased estimator arises from the Poisson distribution ... calls arrive in the next two minutes.) Since the expectation of an unbiased estimator δ(X) is equal to the estimand, i.e the only function of the data constituting ... The (biased) maximum likelihood estimator is far better than this unbiased estimator ...
Sample Maximum And Minimum - Applications - Estimation - Uniform Distribution
... are sufficient and complete statistics for the unknown endpoints thus an unbiased estimator derived from these will be UMVU estimator ... If only the top endpoint is unknown, the sample maximum is a biased estimator for the population maximum, but the unbiased estimator (where m is the sample maximum and k is the sample ... both endpoints are unknown, then the sample range is a biased estimator for the population range, but correcting as for maximum above yields the UMVU estimator ...
Bessel's Correction
... the population mean is unknown, the sample variance is a biased estimator of the population variance, and systematically underestimates it ... using 1/(n − 1) instead of 1/n in the estimator's formula) corrects for this, and gives an unbiased estimator of the population variance ... The cost of this correction is that the unbiased estimator has uniformly higher mean squared error than the biased estimator ...

Famous quotes containing the word unbiased:

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    Edgar Allan Poe (1809–1845)