Dmitry.AI

What is a «point estimator» in statistics?

statistics
mathematics
theory
glossary
(Dmitry Fedyuk) #1

There are point) and interval estimators.
The point estimators yield single-valued results, although this includes the possibility of single vector-valued results and results that can be expressed as a single function. This is in contrast to an interval estimator, where the result would be a range of plausible values (or vectors or functions).

en.wikipedia.org/wiki/Estimator

A function g: X → θ from the sample space to the parameter space is called a point estimator of θ.

en.wikibooks.org/wiki/Statistics/Point_Estimates

What it the difference between the «sample space» and «parameter space» terms in statistics and probability theory?