The Mean Squared Error of an Estimator and the Bias Variance Tradeoff

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Mike, the Mathematician

Mike, the Mathematician

Күн бұрын

We define the mean squared error of an estimator. We show that the mean squared error is the sum of the variance of the estimator and the squared bias of the estimator. This proof shows that there is a tradeoff between bias and variance which cannot typically be avoided.
#mikethemathematician, #mikedabkowski, #profdabkowski

Пікірлер: 2
@armanavagyan1876
@armanavagyan1876 7 ай бұрын
Thanks PROF 👍
@mikethemathematician
@mikethemathematician 7 ай бұрын
@armanavagyan1876 Thanks for watching!
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