Lecture

Bias and Variance in Estimation

In course

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Description

This lecture covers the concepts of bias and variance in statistical estimation, including the mean square error (MSE) and the efficiency of estimators. It discusses the trade-off between bias and variability, illustrated through examples of different estimators in various scenarios.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_roqvcvrw

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

Data analysis: Regression analysis

Mathematics

Probability theory: Topics in probability theory

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