Minimum variance unbiased estimator
GPTKB entity
Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:statistician
|
| gptkbp:abbreviation |
MVUE
|
| gptkbp:appliesTo |
parameter estimation
|
| gptkbp:category |
point estimator
|
| gptkbp:contrastsWith |
biased estimator
maximum likelihood estimator (not always unbiased) |
| gptkbp:definedIn |
an unbiased estimator with the lowest variance among all unbiased estimators for a parameter
|
| gptkbp:example |
sample mean as MVUE for normal distribution mean
sample variance as MVUE for normal distribution variance |
| https://www.w3.org/2000/01/rdf-schema#label |
Minimum variance unbiased estimator
|
| gptkbp:property |
unbiasedness
minimum variance |
| gptkbp:relatedTo |
gptkb:Cramér–Rao_bound
gptkb:Lehmann–Scheffé_theorem |
| gptkbp:requires |
existence of unbiased estimators
|
| gptkbp:used_in |
statistics
|
| gptkbp:bfsParent |
gptkb:Rao–Cramer_inequality
|
| gptkbp:bfsLayer |
8
|