{
  "aliases": null,
  "backlinks": [
    {
      "field": "defines",
      "target": "G0CS8C1FJW"
    },
    {
      "field": "about",
      "target": "QQZPWDWS29"
    },
    {
      "field": "uses",
      "target": "QQZPWDWS29"
    }
  ],
  "body": "\n## Summary\n\nA minimum-variance unbiased estimator is an unbiased estimator with the smallest variance among all unbiased estimators.\nIt must be smallest at every value of the parameter.\nIt is also called a uniformly minimum-variance unbiased estimator (UMVUE).\nIt need not exist, but when it does it is unique with probability one.\nThe Rao–Blackwell and Lehmann–Scheffé theorems construct it from a complete sufficient statistic.\n\n## Explanations\n\n### L1 human\n\nAmong all rules that are right on average, pick the one that scatters least around the truth, whatever the truth is.\nThat rule is the minimum-variance unbiased estimator.\nFor coin flips, the proportion of heads is such a rule for the probability of heads.\nThe requirement \"whatever the truth is\" is strong: a rule that is best for one value of the parameter but worse for another does not qualify.\n",
  "commit": "ff8a40749dc16545e3d2fc637f6b0196e81d0bfa",
  "front": {
    "kind": "concept",
    "msc": [
      "62F10"
    ],
    "name": "Minimum-variance unbiased estimator",
    "same_as": {
      "wikidata": "Q3755281",
      "wikipedia": "Minimum-variance unbiased estimator"
    },
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Minimum-variance_unbiased_estimator"
      }
    ],
    "specializes": [
      "0SSS6ERQ0S"
    ],
    "tag": "ZCJX7THBNJ"
  },
  "kind": "concept",
  "link": "https://tamnd.github.io/math2/node/ZCJX7THBNJ/",
  "links": [
    {
      "field": "specializes",
      "target": "0SSS6ERQ0S"
    }
  ],
  "markdown": "https://tamnd.github.io/math2/node/ZCJX7THBNJ.md",
  "msc": [
    "62F10"
  ],
  "name": "Minimum-variance unbiased estimator",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/ZCJ/ZCJX7THBNJ.md",
  "status": null,
  "tag": "ZCJX7THBNJ",
  "uri": "m2://ZCJX7THBNJ",
  "url": "https://tamnd.github.io/math2/wiki/minimum-variance-unbiased-estimator/",
  "writing": {
    "tag": "ZCJX7THBNJ",
    "kind": "concept",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      },
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
