---
tag: 05NZ1HHQMV
kind: concept
name: Mean squared error
aliases: [mse, mean-square-error]
msc: [62F10]
sources:
  - url: https://en.wikipedia.org/wiki/Mean_squared_error
    locator: lead section
same_as:
  wikidata: Q1940696
  wikipedia: Mean squared error
---

## Summary

The mean squared error of an estimator is the expected squared distance between the estimator and the true value. It combines the variance and the bias of the estimator.
The node [[mean squared error|0V4VSCBXP3]] gives the precise definition.