Re: variance vs mean square error

robert bristow-johnson wrote:

>
> 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.

By "accurate" I meant that sample variance is close to the population
variance when P(x_i) is equal for all x_i. Only that we don't know the
sample mean. Assuming we know that we have zero mean noise with equal
P(x_i) for all x_i then sample variance is population variance. Then again
I might be wrong...

--
Jani Huhtanen
Tampere University of Technology, Pori
.

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