Statistics Point estimation Concept
Minimum-variance unbiased estimator
Summary
A minimum-variance unbiased estimator is an unbiased estimator with the smallest variance among all unbiased estimators. It must be smallest at every value of the parameter. It is also called a uniformly minimum-variance unbiased estimator (UMVUE). It need not exist, but when it does it is unique with probability one. The Rao–Blackwell and Lehmann–Scheffé theorems construct it from a complete sufficient statistic.
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| Tag | ZCJX7THBNJ |
|---|---|
| URI | m2://ZCJX7THBNJ |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62F10 |
| Specializes | Estimator |
| Same as |
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