In
statistics, the
mean signed difference,
deviation, or
error (
MSD or
MSE) is a sample
statistic that summarises how well an
estimator ![](http://info.babylon.com/onlinebox.cgi?rt=GetFile&uri=!!ARV6FUJ2JP&type=0&index=3522)
matches the quantity
![](http://info.babylon.com/onlinebox.cgi?rt=GetFile&uri=!!ARV6FUJ2JP&type=0&index=2691)
that it is supposed to estimate. It is one of a number of statistics that can be used to assess an estimation procedure, and it would often be used in conjunction with a sample version of the
mean square error.