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| In [[statistics]], the '''mean integrated squared error (MISE)''' is used in [[density estimation]]. The MISE of an [[estimator|estimate]] of an unknown [[probability density function|probability density]] is given by
| | My hobby is mainly Collecting cards. <br>I try to learn Vietnamese in my spare time.<br><br>Here is my blog post [http://lavitaebellapelomundo.blogspot.com/ note 4 handbook] |
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| :<math>\operatorname{E}\|f_n-f\|_2^2=\operatorname{E}\int (f_n(x)-f(x))^2 \, dx</math>
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| where ''ƒ'' is the unknown density, ''ƒ''<sub>''n''</sub> is its estimate based on a [[sample (statistics)|sample]] of ''n'' [[independent and identically distributed]] random variables.
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| Here, E denotes the [[expected value]] with respect to that sample.
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| The MISE is also known as ''L''<sup>2</sup> [[risk function]].
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| ==See also==
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| * [[Minimum distance estimation]]
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| * [[Mean squared error]]
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| {{unreferenced|date=November 2010}}
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| {{DEFAULTSORT:Mean Integrated Squared Error}}
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| [[Category:Estimation of densities]]
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| [[Category:Non-parametric statistics]]
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| [[Category:Point estimation performance]]
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| {{statistics-stub}}
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Revision as of 13:25, 16 February 2014
My hobby is mainly Collecting cards.
I try to learn Vietnamese in my spare time.
Here is my blog post note 4 handbook