Unbiased Statistic

An unbiased statistic is a sample estimate of a population parameter whose sampling distribution has a mean that is equal to the parameter being estimated. Some traditional statistics are unbiased estimates of their corresponding parameters, and some are not. The simplest case of an unbiased statistic is the sample mean. Under the usual assumptions of population normality and simple random sampling, the sample mean is itself normally distributed with a mean equal to the population mean (and with a standard deviation equal to the population standard deviation divided by the square root of the sample size). A sample proportion is also an unbiased estimate of a population proportion. That is not surprising, as a proportion is a special kind of mean where all of the ...