What is the relation between estimator and estimate?
Feb 24, 2011 · In Lehmann's formulation, almost any formula can be an estimator of almost any property. There is no inherent mathematical link between an estimator and an estimand. …
What is the difference between an estimator and a statistic?
An "estimator" or "point estimate" is a statistic (that is, a function of the data) that is used to infer the value of an unknown parameter in a statistical model. So a statistic refers to the data itself …
random variable - When is the median-of-means estimator better …
May 22, 2023 · As discussed in the above notes, or also in (math.ST:1509.05845), the median-of-means estimator gives finite-sample exponential concentrations guarantees. It is also my …
What is the difference between a consistent estimator and an …
An estimator is unbiased if, on average, it hits the true parameter value. That is, the mean of the sampling distribution of the estimator is equal to the true parameter value.
bias - How does one explain what an unbiased estimator is to a ...
Sep 22, 2016 · 15 Suppose $\hat {\theta}$ is an unbiased estimator for $\theta$. Then of course, $\mathbb {E} [\hat {\theta} \mid \theta] = \theta$. How does one explain this to a layperson? In …
Notation in statistics (parameter/estimator/estimate)
Aug 2, 2018 · We use an estimator which books usually denote by ˆθ. The estimator is a random variable! Usually we seek E[ˆθ] = θ and so on and on, anyways. An estimate is the value we …
Estimator for a binomial distribution - Cross Validated
Oct 7, 2011 · How do we define an estimator for data coming from a binomial distribution? For bernoulli I can think of an estimator estimating a parameter p, but for binomial I can't see what …
r - Lavaan Estimator - Cross Validated
Jul 16, 2024 · I am using Lavaan, and my data is non-normal (right skewed) and small (90 obs for each time). Should I use MLR or MLM estimator? I ask this because I am getting much better …
ML vs WLSMV: which is better for categorical data and why?
I was wondering which is a better estimator to use for categorical data: ML or WLSMV. I saw on a discussion on the Mplus website that they recommend WLSMV for categorical data but didn't …
When is a maximum likelihood estimator biased? [duplicate]
Feb 25, 2025 · It is known that maximum likelihood estimators (MLE) can be biased. Can we predict whether a given distribution and parameter of interest will produce a biased MLE? On …