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Terminology regarding estimators Estimator:6n,a function of n observations for an (X1,...,Xn)whose distribution depends on 0. Estimation error:n=n-0. Bias of the estimator:be(n=EeOn]-0,is the expected value of the estimation error.Terminology regarding estimators ◼ Estimator: Θ ෡ 𝑛, a function of 𝑛 observations for an 𝑋1,… , 𝑋𝑛 whose distribution depends on 𝜃. ◼ Estimation error: Θ෩𝑛 = Θ ෡ 𝑛 − 𝜃. ◼ Bias of the estimator: 𝑏𝜃 Θ ෡ 𝑛 = 𝐸𝜃 Θ ෡ 𝑛 − 𝜃, is the expected value of the estimation error
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