#14




Re: bias and variance  definition of g bar
All the numbers you mention below are approximately correct. You can now explicitly compute bias(x) and var(x) in terms of x, mean(a), mean(b), var(a) and var(b) (mean(b)=0):
Bias is the average of bias(x) over x; var is the average of var(x) over x. Set . One can show that Note: you can also compute the bias and variance via simulation. Quote:
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