# Mean integrated squared error

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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, *ƒ*_{n} 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 *L*^{2} risk function.