Statements (18)
Predicate | Object |
---|---|
gptkbp:instanceOf |
statistical theorem
|
gptkbp:appliesTo |
unbiased estimators
sufficient statistics |
gptkbp:field |
gptkb:probability_theory
statistics |
https://www.w3.org/2000/01/rdf-schema#label |
Rao-Blackwell Theorem
|
gptkbp:improves |
estimator efficiency
|
gptkbp:namedAfter |
gptkb:C._R._Rao
gptkb:David_Blackwell |
gptkbp:relatedTo |
gptkb:estimation_theory
gptkb:Lehmann–Scheffé_theorem |
gptkbp:result |
Rao-Blackwellized estimator
|
gptkbp:state |
Given an unbiased estimator, a new estimator can be constructed with lower or equal variance using a sufficient statistic.
|
gptkbp:usedIn |
statistical inference
parameter estimation |
gptkbp:yearProposed |
1945
|
gptkbp:bfsParent |
gptkb:Rao-Blackwellized_Particle_Filter
|
gptkbp:bfsLayer |
7
|