The sample mean is an unbiased estimator of the population mean $\mu$ , and (when sampling from a normal population) the sample median is also an unbiased estimator of $\mu$ . However, the sample mean is relatively more efficient than the sample median.

Question

Quizplus · Accepted Answer

The sample mean is an unbiased estimator of the population mean and is more efficient than the sample median, especially in normal distributions, because it has a smaller variance.

The Sample Mean Is an Unbiased Estimator of the Population μ\muμ

The Sample Mean Is an Unbiased Estimator of the Population $\mu$