Bias (Statistics)

Topics: Statistics - Estimator

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(definition)

In statistics, the bias of an estimator for a parameter $\theta$ is:

$$\mathrm{B}({\hat{\theta }}_n)=\mathbb{E}[{\hat{\theta }}_n]-\theta$$

(observation)

Notice that when $\mathrm{B}({\hat{\theta }}_n)=0$, the estimator is unbiased.