minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than...
7 KB (1,107 words) - 11:26, 21 May 2023
The unbiased estimator with the smallest variance is known as the minimum-variance unbiased estimator (MVUE). To find if your estimator is unbiased it...
25 KB (3,709 words) - 20:38, 22 August 2024
estimated. An estimator or decision rule with zero bias is called unbiased. In statistics, "bias" is an objective property of an estimator. Bias is a distinct...
34 KB (5,359 words) - 21:46, 1 November 2024
Point estimation (redirect from Point estimator)
the estimator is considered unbiased. This is called an unbiased estimator. The estimator will become a best unbiased estimator if it has minimum variance...
18 KB (2,284 words) - 23:04, 18 May 2024
Gauss–Markov theorem (redirect from Best linear unbiased estimator)
ordinary least squares (OLS) estimator has the lowest sampling variance within the class of linear unbiased estimators, if the errors in the linear regression...
28 KB (4,717 words) - 00:34, 30 September 2024
Mean squared error (section Estimator)
the unbiased estimator). Further, while the corrected sample variance is the best unbiased estimator (minimum mean squared error among unbiased estimators)...
24 KB (3,827 words) - 09:26, 11 June 2024
speech. This is in contrast to the non-Bayesian approach like minimum-variance unbiased estimator (MVUE) where absolutely nothing is assumed to be known about...
41 KB (9,310 words) - 02:22, 10 March 2024
{\displaystyle [0,b]} with unknown b , {\displaystyle b,} the minimum-variance unbiased estimator (UMVUE) for the maximum is: b ^ UMVU = k + 1 k m = m + m...
27 KB (4,219 words) - 07:31, 30 October 2024
Efficiency (statistics) (redirect from Efficient estimator)
unbiased estimator, representing the "best" an unbiased estimator can be. An efficient estimator is also the minimum variance unbiased estimator (MVUE)...
22 KB (3,062 words) - 02:03, 28 June 2024
Completeness (statistics) (redirect from Unbiased estimator of zero)
statistics exist for unbiased estimation of θ, while some of them have lower variance than others. See also minimum-variance unbiased estimator. Bounded completeness...
12 KB (1,735 words) - 00:20, 5 July 2024