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
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.
References
Mean integrated squared error Wikipedia(Text) CC BY-SA