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Bias (Estimator)

The bias of an Estimator $\tilde\theta$ is defined as

\begin{displaymath}
B(\tilde\theta) \equiv \left\langle{\tilde\theta}\right\rangle{}-\theta.
\end{displaymath}

It is therefore true that

\begin{displaymath}
\tilde\theta-\theta = (\tilde\theta-\langle\tilde\theta\rang...
...
= (\tilde\theta-\langle\tilde\theta\rangle)+B(\tilde\theta).
\end{displaymath}

An Estimator for which $B = 0$ is said to be Unbiased.

See also Estimator, Unbiased




© 1996-9 Eric W. Weisstein
1999-05-26