Keywords

#minimum-variance_unbiased_estimator

Minimum-variance unbiased estimator

Unbiased statistical estimator minimizing variance

In statistics a minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter.

Sun 21st

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Minimum-variance unbiased estimator Estimator Bias of an estimator Point estimation Gauss–Markov theorem Mean squared error Efficiency (statistics) Minimum mean square error Continuous uniform distribution German tank problem
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