Estimator
Estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished.
There are point and interval estimators. The point estimators yield single-valued results, although this includes the possibility of single vector-valued results and results that can be expressed as a single function. This is in contrast to an interval estimator, where the result would be a range of plausible values (or vectors or functions).
Types of Estimators[edit | edit source]
Estimators are applied in the fields of statistics and signal processing. There are several types of estimators, including:
- Unbiased Estimators
- Minimum Variance Unbiased Estimators
- Maximum Likelihood Estimators
- Bayes Estimators
- Method of Moments Estimators
Properties of Estimators[edit | edit source]
Estimators have certain properties that can be used to compare and evaluate them. These properties include:
Applications of Estimators[edit | edit source]
Estimators are used in various fields, including:
See Also[edit | edit source]
- Estimation theory
- Estimation of covariance matrices
- Estimation of signal parameters
- Estimation in statistics
References[edit | edit source]
Estimator Resources | ||
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