AI engineering glossary · Statistics inference
What is estimator?
Estimator: A rule or formula that turns sample data into a guess for an unknown population quantity. Different rules can target the same quantity, and they are compared by properties such as bias, spread and consistency.
Estimator: an example
The sample average is an estimator of the population average; the sample median is another estimator for the same target.
Related terms
More Statistics inference terms
- F-test
- False discovery rate
- Family-wise error rate
- Fisher information
- Fisher's exact test
- Frequentist inference
- Generalised linear model
- Guardrail metric
Where you learn it
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.