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Statistics: Difference between revisions
→Uniformly Minimum Variance Unbiased Estimator (UMVUE)
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===Uniformly Minimum Variance Unbiased Estimator (UMVUE)=== | ===Uniformly Minimum Variance Unbiased Estimator (UMVUE)=== | ||
{{main | Wikipedia: Minimum-variance unbiased estimator}} | |||
UMVUE, sometimes called MVUE or UMVU.<br> | UMVUE, sometimes called MVUE or UMVU.<br> | ||
See [[Wikipedia: | See [[Wikipedia: Lehmann–Scheffé theorem]]<br> | ||
An unbiased estimator of a complete-sufficient statistics is a UMVUE.<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> | In general, you should find a complete sufficient statistic using the property of exponential families.<br> | ||