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Hey guys,

What is a zero mean error in statistics?

Hope this is enough information? I think it's a basic question though :).

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This type of question would fit better on a site like –  Loop Space Apr 7 '11 at 11:54

1 Answer 1

up vote 1 down vote accepted

The error is the difference between the estimate $\hat \theta$ and the true value of the statistic $\theta$.

Mean-zero error means $E[\hat \theta - \theta] = 0$, i.e. $\hat \theta$ is an unbiased estimator of $\theta$.

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Yes, but is this the kind of question we want to encourage on MO? –  Gerry Myerson Apr 7 '11 at 22:50

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