Question: Show that E[ - ) 2 ] = V( ) + b 2 ()where the bias b() = E( ) - (). Write ( -
Show that E[θ̂ - θ)2] = V(θ̂ ) + b2(θ)where the bias b(θ) = E(θ̂ ) - (θ). Write (θ̂ - θ) = [θ̂ - E(θ̂ )] + [E(θ̂ ) - θ].
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