Re: variance vs mean square error


Jani Huhtanen wrote:
> John wrote:
>
> > the mean square error _is_ - as far as I know - the variance of the
> > error...
>
> Actually mean square error is sample variance which in turn is just an
> estimator for the true variance. Sample variance is "accurate" if the noise
> is white noise, but generally one should take the probability distribution
> into account.

it's a semantic issue i guess, but even given the meaning of "sample
variance" taken from the Wolfram link, i am not sure what you mean by
"accurate", Jani. the sample variance (divide by N) is less accurate
than the unbiased estimator (divide by N-1 instead of N) for getting to
the "population variance" which is the variance in the p.d.f. this is
true whether tha r.v. is white or not.

r b-j

.

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