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Definition and basic properties. The MSE either assesses the quality of a predictor (i.e., a function mapping arbitrary inputs to a sample of values of some random variable), or of an estimator (i.e., a mathematical function mapping a sample of data to an estimate of a parameter of the population from which the data is sampled).
Propagation of uncertainty. In statistics, propagation of uncertainty (or propagation of error) is the effect of variables ' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them. When the variables are the values of experimental measurements they have uncertainties due to measurement ...
For correlated random variables the sample variance needs to be computed according to the Markov chain central limit theorem.. Independent and identically distributed random variables with random sample size
The analysis of errors computed using the global positioning system is important for understanding how GPS works, and for knowing what magnitude errors should be expected. The Global Positioning System makes corrections for receiver clock errors and other effects but there are still residual errors which are not corrected.
In bioinformatics, the root mean square deviation of atomic positions is the measure of the average distance between the atoms of superimposed proteins. In structure based drug design, the RMSD is a measure of the difference between a crystal conformation of the ligand conformation and a docking prediction.
For iterative calculation of the above series, the following alternative formulation may be useful: ... Another form of erfc x for x ≥ 0 is known as Craig's formula ...
It is a variant of MAPE in which the mean absolute percent errors is treated as a weighted arithmetic mean. Most commonly the absolute percent errors are weighted by the actuals (e.g. in case of sales forecasting, errors are weighted by sales volume).. Effectively, this overcomes the 'infinite error' issue. Its formula is:
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