February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
Frequentist Methods 1: 21
Statistical Issues
For all estimates, many measures of optimality are based on the sampling distribution.
Unbiasedness
·For the sampling distribution under every hypothesized treatment effect, the expected value of the estimate is the true value
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Minimum mean squared error
·For the sampling distribution under every hypothesized treatment effect, the expected value of the squared difference between the estimate and the true value is as small as possible