Standard Error is the Standard deviation of a statistic computed from a random sample. Any sample variable has an associated sampling distribution.
For example, is the sample mean, which is distributed with means
and variance
. The standard deviation of
, called its standard error, would be
.
In practice, the population variance will not be known, but it can be estimated from the sample. In such case, the quantity would be called estimated standard error.
Mean squared error is defined as
if and
are sequences, then
, which is a value computed from two different sequences. In contrast, variance is obtained from a single random variable or sequence.
MSE是两个序列值比较的结果，而方差是一个随机变量变动的情况。
RSS(residual sum of squares)和MSE类似。（待续）
