Estimation error

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In statistics , the estimation error describes the deviation of an estimation function from the unknown parameter of the population . It is a measure of the quality of the estimator (or interpolation ).

definition

It is defined as:

If the true parameter is unknown, the estimation error is also unknown. Nevertheless, it is possible to make a statement about the precision of the estimation error.

Parameter of the estimation error

  • The expected value of the estimation error is called the bias .
  • The standard deviation of the estimation error is equal to the standard error .

Examples

If the mean is in the population, the variance and the proportional value are in a dichotomous population, then the following table shows estimators, estimation errors and biases. Here referred to the normal distribution with expected value and variance .

Parameters of
population
Sample variables Estimator Estimation error distortion
and ZGS fulfilled
dichotomous
and known
and unknown
and unknown

See also