Probability theory MOC

Estimator

In probability theory, an estimator is a statistic (a type of real random variable) which estimates some underlying parameter of some independent and identically distributed random variables. A particular result of an estimator, yielded by applying the statistic to a particular random sample, is called an estimate.

Examples

• Sample mean, an example of a Sample moment.
• Sample variance
• Sample skewness
• Sample excess kurtosis

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