Mean Square Error (MSE) of estimator decomposes as:

Question

Accepted Answer

C. MSE = Variance + Bias² (basic bias-variance decomposition)

MSE = E[(θ̂ - θ)²] = Var(θ̂) + (E(θ̂) - θ)² = Var + Bias².
Foundation of estimator comparison.
**Trade-off:** low-bias estimators often have high variance.

Answer

Standard error

Answer

Just variance

Answer

Bias

Mean Square Error (MSE) of estimator decomposes as:

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