问题如下:
Is an unbiased estimator always better than a biased estimator?
选项:
解释:
Not necessarily. While an unbiased estimator is always right, on average, it may be very inaccurate, which would be reflected by a large variance. It may be better to use an estimator with a small bias but with lower variance. This tradeoff may be especially valuable if the bias depends on the sample size, decreasing as the sample size increases, and the sample size is large.
这个知识点不是很明白,请老师再讲一下,谢谢