Error/difference of sampling an element from a set

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Assume there is a set, $A_j=x_1, x_2,...,x_n$. What should be the error associated in selecting/choosing an element from $A_j$, given each element of $A_j$ has an equal probability ($1/n$) of getting selected?



Would average provide a good estimate?



e.g.,
$Error=|x'-(sum_i=1^nx_i)/n|$



The ultimate goal is to estimate the sample statistics (mean, variance) where, the sample is composed of $x'_1,x'_2,...,x'_k$ where $x'_i$ is drawn from $k$ number of sets $A_1,A_2,...,A_k$.







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  • Somewhat tautologically, if you are interested with deviation from the mean, then the deviation from the mean is a good estimate of that error. But as long as you don't specify what you mean by "the error" this question doesn't have an answer.
    – Mees de Vries
    Jul 23 at 10:43










  • @MeesdeVries I edited the question so that it gives more clarity on what I'm looking for. Please check.
    – cuser
    Jul 23 at 11:28














up vote
0
down vote

favorite












Assume there is a set, $A_j=x_1, x_2,...,x_n$. What should be the error associated in selecting/choosing an element from $A_j$, given each element of $A_j$ has an equal probability ($1/n$) of getting selected?



Would average provide a good estimate?



e.g.,
$Error=|x'-(sum_i=1^nx_i)/n|$



The ultimate goal is to estimate the sample statistics (mean, variance) where, the sample is composed of $x'_1,x'_2,...,x'_k$ where $x'_i$ is drawn from $k$ number of sets $A_1,A_2,...,A_k$.







share|cite|improve this question





















  • Somewhat tautologically, if you are interested with deviation from the mean, then the deviation from the mean is a good estimate of that error. But as long as you don't specify what you mean by "the error" this question doesn't have an answer.
    – Mees de Vries
    Jul 23 at 10:43










  • @MeesdeVries I edited the question so that it gives more clarity on what I'm looking for. Please check.
    – cuser
    Jul 23 at 11:28












up vote
0
down vote

favorite









up vote
0
down vote

favorite











Assume there is a set, $A_j=x_1, x_2,...,x_n$. What should be the error associated in selecting/choosing an element from $A_j$, given each element of $A_j$ has an equal probability ($1/n$) of getting selected?



Would average provide a good estimate?



e.g.,
$Error=|x'-(sum_i=1^nx_i)/n|$



The ultimate goal is to estimate the sample statistics (mean, variance) where, the sample is composed of $x'_1,x'_2,...,x'_k$ where $x'_i$ is drawn from $k$ number of sets $A_1,A_2,...,A_k$.







share|cite|improve this question













Assume there is a set, $A_j=x_1, x_2,...,x_n$. What should be the error associated in selecting/choosing an element from $A_j$, given each element of $A_j$ has an equal probability ($1/n$) of getting selected?



Would average provide a good estimate?



e.g.,
$Error=|x'-(sum_i=1^nx_i)/n|$



The ultimate goal is to estimate the sample statistics (mean, variance) where, the sample is composed of $x'_1,x'_2,...,x'_k$ where $x'_i$ is drawn from $k$ number of sets $A_1,A_2,...,A_k$.









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edited Jul 24 at 9:34
























asked Jul 23 at 10:30









cuser

52




52











  • Somewhat tautologically, if you are interested with deviation from the mean, then the deviation from the mean is a good estimate of that error. But as long as you don't specify what you mean by "the error" this question doesn't have an answer.
    – Mees de Vries
    Jul 23 at 10:43










  • @MeesdeVries I edited the question so that it gives more clarity on what I'm looking for. Please check.
    – cuser
    Jul 23 at 11:28
















  • Somewhat tautologically, if you are interested with deviation from the mean, then the deviation from the mean is a good estimate of that error. But as long as you don't specify what you mean by "the error" this question doesn't have an answer.
    – Mees de Vries
    Jul 23 at 10:43










  • @MeesdeVries I edited the question so that it gives more clarity on what I'm looking for. Please check.
    – cuser
    Jul 23 at 11:28















Somewhat tautologically, if you are interested with deviation from the mean, then the deviation from the mean is a good estimate of that error. But as long as you don't specify what you mean by "the error" this question doesn't have an answer.
– Mees de Vries
Jul 23 at 10:43




Somewhat tautologically, if you are interested with deviation from the mean, then the deviation from the mean is a good estimate of that error. But as long as you don't specify what you mean by "the error" this question doesn't have an answer.
– Mees de Vries
Jul 23 at 10:43












@MeesdeVries I edited the question so that it gives more clarity on what I'm looking for. Please check.
– cuser
Jul 23 at 11:28




@MeesdeVries I edited the question so that it gives more clarity on what I'm looking for. Please check.
– cuser
Jul 23 at 11:28










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You may want to look at the link. You may report both RMSE and MAE.






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    1 Answer
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    active

    oldest

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    1 Answer
    1






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes








    up vote
    0
    down vote













    You may want to look at the link. You may report both RMSE and MAE.






    share|cite|improve this answer

























      up vote
      0
      down vote













      You may want to look at the link. You may report both RMSE and MAE.






      share|cite|improve this answer























        up vote
        0
        down vote










        up vote
        0
        down vote









        You may want to look at the link. You may report both RMSE and MAE.






        share|cite|improve this answer













        You may want to look at the link. You may report both RMSE and MAE.







        share|cite|improve this answer













        share|cite|improve this answer



        share|cite|improve this answer











        answered Jul 23 at 10:44









        Waqas

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