Rao-Blackwellization of a multinomial probability product
ID: rao-blackwellization-of-a-multinomial-probability-product
For independent labels with three type probabilities, conditioning the indicator of an ordered initial triple on the multinomial distribution type counts gives the displayed unbiased estimator. The Rao-Blackwell theorem reduces its variance strictly when all three probabilities are positive. At a boundary parameter with a missing type, both variances vanish.
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