TERMIUM Plus®

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MEAN-SQUARE ERROR [1 record]

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Alphabetical list of terms

Record 1 1998-08-05

English

Subject field(s)
  • Statistics
DEF

... the average of the squared distance between the estimate and the parameter.

DEF

A measure of the error to which one is exposed by the use of an estimator, which is given by the expected value of the squared difference between the estimator and a (theoretically) correct value. For unbiased estimators, the mean square error equals the variance.

French

Domaine(s)
  • Statistique

Spanish

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