Let be samples (with observations ) from a distribution with probability density function , where is a real-valued unknown parameter (http://planetmath.org/StatisticalModel) in . Consider as a random variable and let be its realization.
Example. Let be iid from a normal distribution . Here the two parameters are the mean and the variance . The sample mean is an estimator of , while the sample variance is an estimator of . In addition, sample median, sample mode, sample trimmed mean are all estimators of . The statistic defined by
where is a sample median, is another estimator of .
|Date of creation||2013-03-22 14:52:22|
|Last modified on||2013-03-22 14:52:22|
|Last modified by||CWoo (3771)|