Estimator

An estimator is a rule that tells how to calculate an estimate based on the measurements contained in a sample. For example, the sample mean is an estimator for the population mean .

For a real-valued estimator of a real number with , the mean square error is defined by

(1)

Here angle brackets denote the expectation value. Let be the estimator bias. Then

			(2)
			(3)
			(4)

where is the estimator variance.