Definition:Unbiased Estimator
Jump to navigation
Jump to search
This article needs to be linked to other articles. In particular: statistical model You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by adding these links. To discuss this page in more detail, feel free to use the talk page. When this work has been completed, you may remove this instance of {{MissingLinks}} from the code. |
Definition
Let $\theta$ be a population parameter of some statistical model.
Let $\delta$ be an estimator of $\theta$.
We call $\delta$ an unbiased estimator if its bias is equal to $0$ regardless of the true value of $\theta$.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): unbiased estimator
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): unbiased estimator
- 2011: Morris H. DeGroot and Mark J. Schervish: Probability and Statistics (4th ed.): $8.7$: Unbiased Estimators: Definition $8.7.1$