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Estimator

In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the sample mean is a commonly used estimator of the population mean.

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Overview

Discussion

Definition

Quantified properties

Behavioral properties

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Map overview Semantic statistics

Estimator

Nodes82
Edges81
Triples125
Avg. degree1.98
Density0.02439
Components1

How this topic connects Entity context

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Estimator

Top relations

related to Further reading · 31
Estimator → Berger, Bol'shev, Cambridge University Press, Casella, Duxbury, Empirical Processes, EMS Press, Encyclopedia, George, Introduction, ISBN, Jaynes, Jun, Kosorok, Lehmann, Login Nikolaevich, Mathematical Statistics, Mathematics, Michael, Point Estimation
related to Efficiency · 12
Estimator → Besides, For, If, In, MSE, Suppose, The, The MSE, These, This, Var, Whether
see also · 10
Estimator → Best, BLUE, Empirical, MAP, Maximum, MCMC, Method, MMSE, Monte Carlo, Particle
is a · 8
Estimator → consistent estimator for parameter θ, consistent estimator whose distribution around the true parameter θ, estimator whose sequence of estimates converge in probability to the quantity being estimated as the index, method selected to obtain an estimate of an unknown parameter, process of shooting arrows at the target, rule for calculating an estimate of a given quantity based on observed data, same functional of the empirical distribution function as the true distribution function, type of decision rule
related to Example · 8
Estimator → B-b, Below, Bienaymé, Consider, Cov, MSE, Var, We
related to Mean squared error · 8
Estimator → Consider, For, However, It, MSE, Suppose, The, Then
related to Discussion · 7
Estimator → An, Being, If, In, It, Sometimes, The
related to Asymptotic normality · 6
Estimator → An, However, In, Note, Using, V/n
related to Definition · 6
Estimator → An, It, Often, Suppose, The, Then
related to Fisher consistency · 6
Estimator → An, Fisher, Following, For, SSD/n, Where

Important terminology Word statistics

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Important terminology

displaystyle theta variance widehat error parameter unbiased mean bias estimators value estimates used estimate distribution operatorname also mse point true

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Estimatoris arule for calculating an estimate of a given quantity based on observed data0.90text
Estimatoris amethod selected to obtain an estimate of an unknown parameter0.90text
Estimatoris atype of decision rule0.90text
Estimatoris aprocess of shooting arrows at the target0.90text
Estimatoris aestimator whose sequence of estimates converge in probability to the quantity being estimated as the index0.90text
Estimatoris aconsistent estimator for parameter θ0.90text
Estimatoris asame functional of the empirical distribution function as the true distribution function0.90text
Estimatoris aconsistent estimator whose distribution around the true parameter θ0.90text
Estimatorrelated to Asymptotic normalityAn0.60section
Estimatorrelated to Asymptotic normalityUsing0.60section
Estimatorrelated to Asymptotic normalityIn0.60section
Estimatorrelated to Asymptotic normalityV/n0.60section

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