expectedMeanSquareErrorInPercentileRange

The expected mean-square error within an expected percentile range, normalized by the variance.


Declaration

 MSE = expectedMeanSquareErrorInPercentileRange(pctmin,pctmax)

Parameters

  • pctmin A number between 0 and 1
  • pctmax A number between 0 and 1, larger than pctmin

Returns

  • MSE expected mean-squared error normalized by the variance

Discussion

From Early and Sykulski