To prove that mean quadratic error of a parameter is the sum of varianca of parameter and quadratic B of parameter. Thanks

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- August 15th 2010, 09:24 AMuserMean quadratic error
To prove that mean quadratic error of a parameter is the sum of varianca of parameter and quadratic B of parameter. Thanks

- August 15th 2010, 02:34 PMSpringFan25
Did you mean estimator instead of parameter? Outside of bayesian statistics, parameters do not normally have a variance.

Estimate: X

True Value: Y

You may find it interesting to note that the quatratic ("B") factorises to give

So that for an unbiased estimator, the MSE is equal to the variance of the estimate (as you'd expect from the definition of a variance).