Adobe PDF
(345.62 kB)
| Title Details: | |
|
Mean Squared Error and Unbiasedness |
|
| Authors: |
Kourouklis, Stavros Petropoulos, Konstantinos Piperigkou, Violetta |
| Reviewer: |
Batsidis, Apostolos |
| Description: | |
| Abstract: |
In this chapter, we study the mean squared error, the most well-known and widely used criterion in statistical theory and applications for comparing and evaluating estimators. Additionally, through this criterion, we introduce a key property of estimators—unbiasedness. Subsequently, we present unbiased estimators for important parameters of a distribution, such as the mean and the variance.
|
| Linguistic Editors: |
Gyftopoulou, Ourania |
| Type: |
Chapter |
| Creation Date: | 2015 |
| Item Details: | |
| License: |
http://creativecommons.org/licenses/by-nc-nd/3.0/gr |
| Handle | http://hdl.handle.net/11419/5696 |
| Bibliographic Reference: | Kourouklis, S., Petropoulos, K., & Piperigkou, V. (2015). Mean Squared Error and Unbiasedness [Chapter]. In Kourouklis, S., Petropoulos, K., & Piperigkou, V. 2015. Topics in Parametric Statistical Inference: estimation and confidence intervals [Undergraduate textbook]. Kallipos, Open Academic Editions. https://hdl.handle.net/11419/5696 |
| Language: |
Greek |
| Is Part of: |
Topics in Parametric Statistical Inference: estimation and confidence intervals |
| Publication Origin: |
Kallipos, Open Academic Editions |