Construct · 1 fields · 1 citations

Rao-Blackwell theorem: a standalone construct

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Mathematical statistics

theorem that conditioning an estimator on a sufficient statistic never increases its mean squared error, giving a general way to improve estimators.

In mathematical statistics, Rao-Blackwell theorem refers to theorem that conditioning an estimator on a sufficient statistic never increases its mean squared error, giving a general way to improve estimators. This meaning comes from Blackwell (1947) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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conditioning1 fields · 3 citationsanchor · a standalone construct error4 fields · 8 citationsjingle · one word, four constructs estimator2 fields · 2 citationsjingle · one word, two constructs

References

Blackwell, D. (1947). Conditional Expectation and Unbiased Sequential Estimation. The Annals of Mathematical Statistics, 18(1), 105-110. https://doi.org/10.1214/aoms/1177730497

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