Rao-Blackwell Theorem

GPTKB entity

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