Mean integrated squared error

In statistics, the mean integrated squared error (MISE) is used in density estimation.

The MISE of an estimate of an unknown probability density is given by[1] where ƒ is the unknown density, ƒn is its estimate based on a sample of n independent and identically distributed random variables.

Here, E denotes the expected value with respect to that sample.

The MISE is also known as L2 risk function.