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About: Introduction to Estimation Theory

Module by: Don Johnson. E-mail the author

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Name: Introduction to Estimation Theory
ID: m11263
Language: English (en)
Summary: This module introduces estimation theory and its terminology, including bias, consistency, and efficiency.
Subject: Mathematics and Statistics, Science and Technology
Keywords: asymptotically unbiased, bias, consistency, consistent, efficiency, efficient, Estimation, Estimation Error, Estimation Theory, mean-squared error, unbiased
Document Type: -//CNX//DTD CNXML 0.5 plus MathML//EN
License: Creative Commons Attribution License CC-BY 1.0

Authors: Don Johnson (
Copyright Holders: Don Johnson (
Maintainers: Mariyah Poonawala (, Kyle Clarkson (, Kevin Duh (, Elizabeth Gregory (, Don Johnson (, Eileen Krause (, Jeffrey Silverman (

Latest version: 1.2 (history)
First publication date: May 14, 2003 7:00 pm -0500
Last revision to module: Jul 9, 2003 4:10 pm -0500


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Version History

Version: 1.2 Jul 9, 2003 4:10 pm -0500 by Charlet Reedstrom
edit - added term tags and cnxns, removed presentation from expectedvalue csymbol and added condition

Version: 1.1 Jun 10, 2003 12:00 am -0500 by Elizabeth Gregory
adding Jeff as a maintainer (document almost complete)

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If you reuse this work elsewhere, in order to comply with the attribution requirements of the license (CC-BY 1.0), you must include

  • the authors' names: Don Johnson
  • the title of the work: Introduction to Estimation Theory
  • the OpenStax-CNX URL where the work can be found:

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How to Cite and Attribute This Content

The following citation styles comply with the attribution requirements for the license (CC-BY 1.0) of this work:

American Chemical Society (ACS) Style Guide:

Johnson, D. Introduction to Estimation Theory, OpenStax-CNX Web site., Jul 9, 2003.

American Medical Assocation (AMA) Manual of Style:

Johnson D. Introduction to Estimation Theory [OpenStax-CNX Web site]. July 9, 2003. Available at:

American Psychological Assocation (APA) Publication Manual:

Johnson, D. (2003, July 9). Introduction to Estimation Theory. Retrieved from the OpenStax-CNX Web site:

Chicago Manual of Style (Bibliography):

Johnson, Don. "Introduction to Estimation Theory." OpenStax-CNX. July 9, 2003.

Chicago Manual of Style (Note):

Don Johnson, "Introduction to Estimation Theory," OpenStax-CNX, July 9, 2003,

Chicago Manual of Style (Reference, in Author-Date style):

Johnson, D. 2003. Introduction to Estimation Theory. OpenStax-CNX, July 9, 2003.

Modern Languages Association (MLA) Style Manual:

Johnson, Don. Introduction to Estimation Theory. OpenStax-CNX. 9 July 2003 <>.