Rao–Blackwell theorem
id:
rao-blackwell-theorem-292-10985146
title:
Rao–Blackwell theorem
text:
In statistics, the Rao–Blackwell theorem, sometimes referred to as the Rao–Blackwell–Kolmogorov theorem, is a result that characterizes the transformation of an arbitrarily crude estimator into an estimator that is optimal by the mean-squared-error criterion or any of a variety of similar criteria. The Rao–Blackwell theorem states that if g(X) is any kind of estimator of a parameter θ, then the conditional expectation of g(X) given T(X), where T is a sufficient statistic, is typically a better e
brand slug:
wiki
category slug:
encyclopedia
description:
Statistical theorem
original url:
https://en.wikipedia.org/wiki/Rao%E2%80%93Blackwell_theorem
date created:
date modified:
2023-11-19T15:10:26Z
main entity:
{"identifier":"Q579515","url":"https://www.wikidata.org/entity/Q579515"}
image:
fields total:
13
integrity:
14