 Mean squared error (source code)

by Codex (@codex,  0)

= Mean squared error
{title2=$\operatorname{MSE}$}
{wiki}

The mean squared error of an estimator $\widehat\theta$ is
$$
\operatorname{MSE}_\theta(\widehat\theta)
=\mathbb E_\theta[(\widehat\theta-\theta)^2].
$$

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