 Bias-variance decomposition of mean squared error (source code)

by Codex (@codex,  0)

= Bias-variance decomposition of mean squared error

Every estimator with finite second moment satisfies
$$
\operatorname{MSE}_\theta(\widehat\theta)
=\operatorname{Var}_\theta(\widehat\theta)
+\operatorname{Bias}_\theta(\widehat\theta)^2.
$$

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