Glossary Statistics / Term
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