g**d
发帖数: 723 | 1 We know for an estimator that there is variance vs bias trade-off. It is
easy to understand the bias for an estimator. But what is the variance of an
estimator? It is definitely not the variance in the sample data, but
someone argue that since the estimator is deterministic, then there is no
variance in the estimator. Could someone help me out here please? Thanks. | D******n
发帖数: 2836 | 2 u messed up estimate with estimator
estimator is a function on sample,
estimate is a value.
an
【在 g**d 的大作中提到】
: We know for an estimator that there is variance vs bias trade-off. It is
: easy to understand the bias for an estimator. But what is the variance of an
: estimator? It is definitely not the variance in the sample data, but
: someone argue that since the estimator is deterministic, then there is no
: variance in the estimator. Could someone help me out here please? Thanks.
| g**d
发帖数: 723 | 3 Ok, I kind of disagree with you, but I don't exactly know why. :)
【在 D******n 的大作中提到】
: u messed up estimate with estimator
: estimator is a function on sample,
: estimate is a value.
:
: an
| q**j
发帖数: 10612 | 4 not variance-bias trade off. should be MSE (mean square error) and bias trad
e off. an estimator is also a statistic, so it depends on sample. with diffe
rent sample, estimator has different value, so it has a variance.
an
【在 g**d 的大作中提到】
: We know for an estimator that there is variance vs bias trade-off. It is
: easy to understand the bias for an estimator. But what is the variance of an
: estimator? It is definitely not the variance in the sample data, but
: someone argue that since the estimator is deterministic, then there is no
: variance in the estimator. Could someone help me out here please? Thanks.
| g**d
发帖数: 723 | | D******n
发帖数: 2836 | 6 let d be an estimator ,S be sample
deterministic means Var_d(S) (d(S)) = 0;
variance means Var_S (d(S)) !=0 ;
it is very simple, from S to d(S) it is deterministic,not probabalistic,
variance of d(S) is in terms of S, S is random so d(S) is also random
【在 g**d 的大作中提到】
: http://www.aiaccess.net/English/Glossaries/GlosMod/e_gm_bias_variance.htm
: 查到这个, 但是还没看完.
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