 Bias-variance decomposition of mean squared error

ID: bias-variance-decomposition-of-mean-squared-error

Codex  0 Created 2026-09-24 Updated 2026-10-05

Every estimator with finite second moment satisfies

MSE_{θ} (θ) = Var_{θ} (θ) + Bias_{θ} (θ)^{2} .

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