Talk:Bias of an estimator

Consistency (not?) follows asymptotically unbiased
In the introtduction it is written "Bias is related to consistency in that consistent estimators are convergent and asymptotically unbiased (hence converge to the correct value), though individual estimators in a consistent sequence may be biased (so long as the bias converges to zero); see bias versus consistency.". But out of consistence does not follow asymptotically unbiased. For example take $$ (X_n) $$ with $$ P(X_n=0) = n/(n-1) $$ and $$ P(x_n=n) = 1/n $$. Then, $$ X_n $$ converges in probability against $$0$$. But, $$ E[X_n] = 1 $$ and $$ bias(X_n) =1 -0$$ does not converge against $$0$$. — Preceding unsigned comment added by Xarwin (talk • contribs) 12:32, 25 December 2017 (UTC)

Derivation that sample variance is biased is large and out of place
Is an encyclopedia really the place for this huge derivation of simple algebra? It should at least have an optional visibility. The second derivation is entirely unnecessary as it is identical to the first except for multiplication by n/(n-1). — Preceding unsigned comment added by 217.33.144.171 (talk) 13:44, 19 March 2019 (UTC)

Formulaic bias, and intrinsic bias of a statistical estimator
This paper "A Note on Asynchronous Challenges: Unveiling Formulaic Bias and Data Loss in the Hayashi-Yoshida Estimator" appears very relevant to the topic of bias of an estimator. It introduces the notion of formulaic or intrinsic bias of a statistical estimator that is noticeable under assumptions of asynchronicity of inputs. Ideas about nonextant data points are also proposed.

https://arxiv.org/abs/2404.18233 Grossberg franko (talk) 13:09, 7 May 2024 (UTC)


 * See WP:ARXIV - as a self publishing host, most stuff there should not be used. Do let us know if you find it published somewhere with peer-review, though. MrOllie (talk) 13:38, 7 May 2024 (UTC)
 * This should be decided by experts and not by you or me who are layman. Arxiv is a well recognized and scholarly site. I do not know who you are. Does Wikipedia have this process?Grossberg franko (talk) Grossberg franko (talk) 14:49, 7 May 2024 (UTC)
 * Kindly explain why other self-published sources in notes can appear like "Kozdron, Michael (March 2016). "Evaluating the Goodness of an Estimator: Bias, Mean-Square Error, Relative Efficiency (Chapter 3)" (PDF). stat.math.uregina.ca. Retrieved 2020-09-11."
 * Is there a specific bias you have against this paper?
 * we might need a wiki arbiter. Grossberg franko (talk) 15:21, 7 May 2024 (UTC)
 * Wikipedia does not have a process to make decisions by 'experts', no. If you have questions about how Wikipedia operates, I suggest asking at WP:TEAHOUSE.
 * What Wikipedia does have is a process for evaluating sources, which was followed and arrived at the WP:ARXIV decision I linked for you.
 * If you have noticed self published sources that do not meet Wikipedia's sourcing requirements, the solution is to replace them with sources that do meet requirements, not to add more noncompliant self published sourcing. MrOllie (talk) 15:25, 7 May 2024 (UTC)
 * MrOllie what kind of organization do you represent or is hiring you?
 * A preliminary evaluation of your edits suggests you are biased towards what you edit and whom you edit.
 * https://www.reddit.com/user/The_NSA_Here_To_Help/
 * I think someone should shed more light on your edits. Grossberg franko (talk) 22:55, 7 May 2024 (UTC)
 * Personal attacks aren't going to help you get your preferred content into the article. If you really think I'm so terrible, feel free to make a report - WP:ANI is the place for that. MrOllie (talk) 22:57, 7 May 2024 (UTC)
 * you socket farm is personally attacking people. I did my own diligence. You removed particular references not just any unpublished reference. Someone paid you to do this work. Grossberg franko (talk) 23:06, 7 May 2024 (UTC)
 * There is no secret cabal paying people to keep obscure arxiv preprints off Wikipedia. Why would they? MrOllie (talk) 23:09, 7 May 2024 (UTC)
 * you are a very obscure entity with your biased edits. MrOllie you must be a world recognized wiki editor working out of your parents basement. Grossberg franko (talk) 23:14, 7 May 2024 (UTC)
 * The more I read up about you, the more I realize there is little to no point in donating to Wikipedia because of obscure entities like you. I rest my case.
 * https://www.reddit.com/user/wikinaxi/ Grossberg franko (talk) 00:04, 8 May 2024 (UTC)