


Definition: 
The mean square error is equal to the square of the bias plus the variance of the estimator. If the sampling method and estimating procedure lead to an unbiased estimator, then the mean square error is simply the variance of the estimator.

Context: 
The mean squared deviation of an estimator from the true value, equal to the variance plus the squared bias. (A Dictionary of Statistical Terms, 5th edition, prepared for the International Statistical Institute by F.H.C. Marriott. Published for the International Statistical Institute by Longman Scientific and Technical).

Source
Publication: 
Quality Glossary, Eurostat.

Statistical
Theme: Methodological information (metadata) 
Created
on Tuesday, May 21, 2002 
Last
updated on Friday, January 30, 2004 












