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Mean squared error ( $MSE$ )

The mean squared error of an estimator

θ

is

MSE_{θ} (θ) = E_{θ} [(θ - θ)^{2}] .

Table of contents 49 2
- Bias-variance decomposition of mean squared error Mean squared error 10
- Affine shrinkage estimator for a binomial proportion Mean squared error 27

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