Unbiased and Biased Estimators

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A statistic is called an unbiased estimator of a population parameter if the mean of the sampling distribution of the statistic is equal to the value of the parameter. For example, the sample mean, , is an unbiased estimator of the population mean,
. In symbols,
. On the other hand, since
, the sample standard deviation,
, gives a biased estimate of
.
Contributed by: Marc Brodie (Wheeling Jesuit University) (March 2011)
Open content licensed under CC BY-NC-SA
Snapshots
Details
Snapshots 4 and 5 illustrate the fact that even if a statistic (in this case the median) is not an unbiased estimator of the parameter, it is possible for the mean of the sampling distribution to equal the value of the parameter for a specific population.
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