Prove that the mean squared error of an estimator T is the sum of V ar(T ) and squared of Bias, i.e, MSE = V ar(T) + Bia
Posted: Sun Sep 05, 2021 5:18 pm
Prove that the mean squared error of an estimator T is the sum
of V ar(T ) and squared of Bias, i.e, MSE = V ar(T) + Bias2.
Discuss the situation if T is unbiased.
of V ar(T ) and squared of Bias, i.e, MSE = V ar(T) + Bias2.
Discuss the situation if T is unbiased.