Conditionally unbiased estimator

ID: conditionally-unbiased-estimator

An estimator is conditionally unbiased for a parameter if its expectation, conditional on the specified observation or selection event, equals that parameter. Unconditional unbiasedness does not imply this property after selection. Independent new-stage data and the Rao-Blackwell theorem can provide useful constructions.

New to topics? Read the docs here!