In statistics, Fisher consistency, named after Ronald Fisher, is a desirable property of an estimator asserting that if the estimator were calculated using the entire population rather than a sample, the true value of the estimated parameter would be obtained. == Definition == Suppose we have a statistical sample X1, ..., Xn where each Xi follows a cumulative distribution Fθ which depends on an unknown parameter θ.
In statistics, Fisher consistency, named after Ronald Fisher, is a desirable property of an estimator asserting that if the estimator were calculated using the entire population rather than a sample, the true value of the estimated parameter would be obtained. == Definition == Suppose we have a statistical sample X1, ..., Xn where each Xi follows a cumulative distribution Fθ which depends on an unknown parameter θ.
Source: Wikipedia "Fisher consistency" · CC BY-SA 4.0
Share this article: X · Bluesky