AI engineering glossary · Statistics inference
What is bias of an estimator?
Bias of an estimator: The gap between the average value of an estimator over many samples and the true quantity it targets. A nonzero gap means the estimator is systematically too high or too low, no matter how many times you repeat the study.
Bias of an estimator: an example
Dividing the sum of squared deviations by n instead of n - 1 gives a variance estimate that is on average too small.
Related terms
More Statistics inference terms
- Bonferroni correction
- Bootstrap
- Causal graph
- Causal inference
- Chi-square goodness-of-fit test
- Chi-square test of independence
- Cohen's d
- Confidence interval
Where you learn it
Bias of an estimator is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.