What is the relation between estimator and estimate?
Feb 24, 2011 · In Lehmann's formulation, almost any formula can be an estimator of almost any property. There is no inherent mathematical link between an estimator and an estimand. …
What is the difference between an estimator and a statistic?
An "estimator" or "point estimate" is a statistic (that is, a function of the data) that is used to infer the value of an unknown parameter in a statistical model. So a statistic refers to the data itself …
Estimator for a binomial distribution - Cross Validated
Oct 7, 2011 · How do we define an estimator for data coming from a binomial distribution? For bernoulli I can think of an estimator estimating a parameter p, but for binomial I can't see what …
Notation in statistics (parameter/estimator/estimate)
Aug 2, 2018 · In statistics, it is very important to differentiate between the following three concepts which are often confused and mixed by students. Usually, books denote by $\\theta$ an …
What is the difference between a consistent estimator and an …
An estimator is unbiased if, on average, it hits the true parameter value. That is, the mean of the sampling distribution of the estimator is equal to the true parameter value.
Is unbiasedness a necessary condition for an estimator to be …
An estimator is deemed to be efficient if it saturates the Cramér-Rao bound. Thus, the answer to the question would heavily depend on the context. In a context in which efficiency is used …
random variable - When is the median-of-means estimator better …
May 22, 2023 · As discussed in the above notes, or also in (math.ST:1509.05845), the median-of-means estimator gives finite-sample exponential concentrations guarantees. It is also my …
Is it ever preferable to have an estimator with a larger variance?
Mar 21, 2025 · In statistics, a common way to judge the quality of an estimator is by its variance - an estimator is said to be better if the variance of the estimator is smaller. For example, if we …
bias - Example of a biased estimator? - Cross Validated
Dec 15, 2020 · A modern view of the properly biased estimator is a kernel-based system identification, also known as ReLS. See "A shift in paradigm for system identification" and …
How to calculate the expected value of an estimator?
Oct 22, 2020 · You calculate the integral or the sum, same as calculating the expectation of any other random variable.