Unbiased Estimators
Unbiased estimator
Common unbiased estimators:
- (sample mean) is unbiased for (population mean)
- (sample proportion) is unbiased for (population proportion)
- (sample variance with denominator ) is unbiased for
Why and not in the sample variance? Dividing by corrects for bias — it makes an unbiased estimator of . This is called the degrees of freedom