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Statistics: Difference between revisions
→Uniformly Minimum Variance Unbiased Estimator
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===Maximum Likelihood Estimator=== | ===Maximum Likelihood Estimator=== | ||
(MLE) | (MLE) | ||
===Uniformly Minimum Variance Unbiased Estimator=== | ===Uniformly Minimum Variance Unbiased Estimator (UMVUE)=== | ||
UMVUE, sometimes called MVUE or UMVU. | UMVUE, sometimes called MVUE or UMVU.<br> | ||
See [[Wikipedia: Lehmann-Scheffe Theorem]]<br> | |||
An unbiased estimator of a complete-sufficient statistics is a UMVUE.<br> | |||
In general, you should find a complete sufficient statistic using the property of exponential families.<br> | |||
Then make it unbiased with some factors to get the UMVUE.<br> | |||
==Tests== | ==Tests== | ||
===Basic Tests=== | ===Basic Tests=== | ||