Chapter 11Applications of EBMs: Optimal Estimation
11.1 Introduction
An estimator is an algorithm making use of an observation or combination of observations in order to provide a useful estimate of some system parameter such as the global average temperature. In order to conduct such a procedure, we have to make a statistical model of our process. Once we have a statistical model in place, we can examine it and the estimation procedure to learn several things about the underlying system parameter. Usually, the estimator is a random variable that has some probability distribution (pdf) due to errors in the measurement process or perhaps sampling error. The following are some questions of interest: (i) does the mean of the pdf of the estimator ...
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