DATA100-L17: Estimators, Bias, and Variance
Contents
sample statistics (from last time)
参考 概率论与数理统计
prediction vs. inference
modeling: assumptions of randomness
the bias-variance tradeoff
$$
model\ risk = observation\ variance + (model\ bias)^2+model\ variance
$$
$$
\mathbb{E}[(Y-\hat{Y}(x))^2] = \sigma^2+(\mathbb{E}[\hat{Y}(x)]-g(x))^2+Var(\hat{Y}(x))
$$
interpreting slopes
- slope == 0? 假设检验证明是否无关
