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Lehmann–Scheffé theorem

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Rao-Blackwell theorem
2026-10-07  1 By others on same topic  0 Discussions Create my own version
An unbiased estimator that is a function of a complete sufficient statistic is the unique uniformly minimum-variance unbiased estimator, up to almost sure equality. Rao-Blackwellization supplies variance reduction, and completeness supplies uniqueness. The theorem applies to a conditional statistical experiment as well, when unbiasedness, sufficiency and completeness are all evaluated under that conditional family.

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  1. Rao-Blackwell theorem
  2. Probability and statistics
  3. Area of mathematics
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  • Complete sufficient statistic
  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 32 / 3 / b / iii / Solution
  • Uniform minimum variance conditionally unbiased estimator

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