estimator sample mean sample variance sample covariance variance sample mean probability distribution random sample bias
A statistic is a random variable that is a function of the random sample, but not a function of unknown parameters. The probability distribution of the statistic, though, may have unknown parameters. Consider now a function of the unknown parameter: an estimator is a statistic used to estimate such function. Commonly used estimators include sample mean, unbiased sample variance and sample covariance.
