- See also
In statistics, the mean integrated squared error (MISE) is used in density estimation. The MISE of an estimate of an unknown probability density is given by
where ƒ is the unknown density, ƒn is its estimate based on a sample of n independent and identically distributed random variables.
Here, E denotes the expected value with respect to that sample.
The MISE is also known as L2 risk function.
See also
- Minimum distance estimation
- Mean squared error
3 : Estimation of densities|Nonparametric statistics|Point estimation performance
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