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Glossary Statistics / Term

Root-mean-square error (RMSE)

The RMSE of an an estimator of a parameter is the square-root of the mean squared error (MSE) of the estimator. In symbols, if X is an estimator of the parameter t, then

RMSE(X) = ( E( (X−t)2 ) )½.

The RMSE of an estimator is a measure of the expected error of the estimator. The units of RMSE are the same as the units of the estimator. See also mean squared error.

Permanent link Root-mean-square error (RMSE) - Creation date 2021-08-07


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