[Proof] MSE = Variance + Bias²

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  • Опубліковано 19 гру 2024

КОМЕНТАРІ • 12

  • @matheusmaldaner
    @matheusmaldaner Рік тому +8

    The first explanation I found that takes the time to expand Bias^2. Thank you!

  • @renzo1745
    @renzo1745 Рік тому +5

    Love your demonstrations

  • @sammymendis475
    @sammymendis475 Рік тому +1

    Thank you so much! I spent too much time trying to figure this out and this was so clear.

  • @HaykTarkhanyan
    @HaykTarkhanyan 5 місяців тому +1

    You're doing a great job, thank you.

  • @sophia17965
    @sophia17965 Рік тому

    2:23 why not distributing expected value E to theta^2???

    • @sophia17965
      @sophia17965 Рік тому

      i dont understand the distributive properties of expectation

    • @cindyli2186
      @cindyli2186 9 місяців тому

      @@sophia17965since theta squared is a constant, the expected value of a constant is simply the constant

  • @swaggy745
    @swaggy745 Рік тому

    if we are given a pdf of 4 values of x with their probabilities in terms of theta, then we find an estimator for the mean theta-hat and then we find the mean square error in terms of theta (should it be in terms of theta?), how can we find if it it mean square consistent. I am unsure because n=4 for my questions so I can't see how it makes sense to consider the limit as n goes to infinity. Please could someone shed some light. Thank you

  • @MimirYgg
    @MimirYgg Рік тому

    thank you

  • @HuaXiao-c1m
    @HuaXiao-c1m Рік тому +1

    amazing

  • @adityabaghel1270
    @adityabaghel1270 Рік тому +1

    Yay!! Awesome