Estimation is a primary task of statistics and estimators play many roles. Interval estimators, such as confidence intervals or prediction intervals, aim to give a range of plausible values for an unknown quantity. Density estimators aim to approximate a probability distribution. These and other varied roles of estimators are discussed in other sections. Here attention is restricted to point estimation, where the aim is to calculate from data a single value that is a good estimate of an unknown parameter.

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Properties of Estimators

  • Paul H. Garthwaite

摘要

Estimation is a primary task of statistics and estimators play many roles. Interval estimators, such as confidence intervals or prediction intervals, aim to give a range of plausible values for an unknown quantity. Density estimators aim to approximate a probability distribution. These and other varied roles of estimators are discussed in other sections. Here attention is restricted to point estimation, where the aim is to calculate from data a single value that is a good estimate of an unknown parameter.