Estimator

In statistics, an estimator is a rule for calculating an estimate of a given amount based on observed data. The rule (the estimator), the amount that is being measured (the estimand) and its result (the estimate) are different.^[1]

An estimator of a parameter $\theta$ is often written as ${\hat {\theta }}$ .^[2] If the expected value of the estimator is equal to the parameter, then the estimator is called unbiased. Otherwise, it is called biased.^[3]

Related pages

Efficiency (statistics)

References

↑ Mosteller, F.; Tukey, J. W. (1987) [1968]. "Data Analysis, including Statistics". The Collected Works of John W. Tukey: Philosophy and Principles of Data Analysis 1965–1986. Vol. 4. CRC Press. pp. 601–720 [p. 633]. ISBN 0-534-05101-4 – via Google Books.
↑ "List of Probability and Statistics Symbols". Math Vault. 2020-04-26. Retrieved 2020-09-12.
↑ Taylor, Courtney (January 13, 2019). "Unbiased and Biased Estimators". ThoughtCo. Retrieved 2020-09-12.

Other websites

Fundamentals on Estimation Theory Archived 2020-02-12 at the Wayback Machine

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[1] Mosteller, F.; Tukey, J. W. (1987) [1968]. "Data Analysis, including Statistics". The Collected Works of John W. Tukey: Philosophy and Principles of Data Analysis 1965–1986. Vol. 4. CRC Press. pp. 601–720 [p. 633]. ISBN 0-534-05101-4 – via Google Books.

[2] "List of Probability and Statistics Symbols". Math Vault. 2020-04-26. Retrieved 2020-09-12.

[3] Taylor, Courtney (January 13, 2019). "Unbiased and Biased Estimators". ThoughtCo. Retrieved 2020-09-12.

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