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Estimator Bias

The bias of an estimator theta^~ is defined as

B(theta^~)=<theta^~>-theta.
(1)

It is therefore true that

theta^~-theta=(theta^~-<theta^~>)+(<theta^~>-theta)
(2)
=(theta^~-<theta^~>)+B(theta^~).
(3)

An estimator for which B=0 is said to be unbiased estimator.

See also

Biased Estimator, Estimator, Unbiased Estimator

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Cite this as:

Weisstein, Eric W. "Estimator Bias." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/EstimatorBias.html

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