Math, asked by amrithasreeh, 4 months ago

If T(x)be an estimator of θ , then bias term can be defined as,​

Answers

Answered by prahate
0

the bias term is define as the difference between it's expectation and true value.

Answered by sarahssynergy
1

Bias term can be defined as  bias(\hat\theta) = E_\theta(\hat\theta) -\theta  .

Explanation:

  • Suppose that X_1, . . . , X_n are iid, each with pdf/pmf f_X (x | \theta), \theta unknown.
  • We aim to estimate \theta by a statistic, i.e by a function T of the data.
  • If X = x = (x_1, . . . , x_n) then our estimate is \hat{\theta} = T(x) (does not involve \theta).   Here,  T(X)  is our estimator of \theta, and is a random variable since it inherits random fluctuations from those of X.    
  • Now we have \hat{\theta} = T(x)  is an estimator of \theta.
  • Then the bias of \hat\theta is the difference between its expectation and the ’true’ value:           bias(\hat\theta) = E_\theta(\hat\theta) -\theta                                                       
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