Synonyms for minimum_variance_unbiased or Related words with minimum_variance_unbiased
mvue maximum_likelihood_estimate mmse_estimator maximum_likelihood_estimator biased_estimator maximum_posteriori probit_model multivariate_normal maximum_posteriori_map asymptotically_efficient generalized_bayes cramér_rao_bound redescending umvue lehmann_scheffé_theorem asymptotic_variance shannon_entropy gumbel_distribution lebesgue_constant rayleigh_quotient hotelling_squared_distribution quantile_function bivariate chi_squared rényi_entropy maximum_posteriori_estimation hypergeometric_distribution schur_decomposition gauss_kuzmin covariance_matrices ergodic_theorem hodges_lehmann_estimator wilks_lambda_distribution weibull_distribution pareto_distribution unbiased_estimation chernoff_inequality asymptotically_unbiased hoeffding_inequality multitaper kolmogorov_smirnov_test kullback_leibler_divergence differintegral gauss_markov_theorem nonparametric gcd_gcd noncentral binomial_distribution semivariogram james_stein_estimatorExamples of "minimum_variance_unbiased" |
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In estimating "p", the minimum variance unbiased estimator is |
The unique minimum variance unbiased estimator "r" is given by |
In statistics a uniformly minimum-variance unbiased estimator or minimum-variance unbiased estimator (UMVUE or MVUE) is an unbiased estimator that has "lower variance" than "any other" unbiased estimator for "all possible" values of the parameter. |
minimum-variance unbiased estimator (UMVU) estimator for the maximum is given by |
In fact, the minimum-variance unbiased estimator (MVUE) for "θ" is |
An efficient estimator is also the minimum variance unbiased estimator (MVUE). |
In statistics, a k-statistic is a minimum-variance unbiased estimator of a cumulant. |
presents max sketch which is the minimum-variance unbiased estimator for the problem. |
If the channel and noise distributions are unknown, then the least-square estimator (also known as the minimum-variance unbiased estimator) is |
For point estimation (estimating a single value for the total, formula_4), the minimum-variance unbiased estimator (MVUE, or UMVU estimator) is given by: |
In other words, the sample mean is the (necessarily unique) efficient estimator, and thus also the minimum variance unbiased estimator (MVUE), in addition to being the maximum likelihood estimator. |
These are known to be the uniformly minimum variance unbiased (UMVU) estimators for the continuous uniform distribution. In comparison, the maximum likelihood estimates for this problem formula_7 and formula_8 are biased and have higher mean-squared error. |
So δ is clearly a very much improved estimator of that last quantity. In fact, since "S" is complete and δ is unbiased, δ is the unique minimum variance unbiased estimator by the Lehmann–Scheffé theorem. |
In statistical theory, a U-statistic is a class of statistics that is especially important in estimation theory; the letter "U" stands for unbiased. In elementary statistics, U-statistics arise naturally in producing minimum-variance unbiased estimators. |
If "T" is a complete sufficient statistic for "θ" and E("g"("T")) = "τ"("θ") then "g"("T") is the uniformly minimum-variance unbiased estimator (UMVUE) of "τ"("θ"). |
Among unbiased estimators, there often exists one with the lowest variance, called the minimum variance unbiased estimator (MVUE). In some cases an unbiased efficient estimator exists, which, in addition to having the lowest variance among unbiased estimators, satisfies the Cramér–Rao bound, which is an absolute lower bound on variance for statistics of a variable. |
Values of MSE may be used for comparative purposes. Two or more statistical models may be compared using their MSEs as a measure of how well they explain a given set of observations: An unbiased estimator (estimated from a statistical model) with the smallest variance among all unbiased estimators is the best unbiased estimator or MVUE (Minimum Variance Unbiased Estimator). |
Estimator formula_95 is called the "sample mean", since it is the arithmetic mean of all observations. The statistic formula_96 is complete and sufficient for "μ", and therefore by the Lehmann–Scheffé theorem, formula_95 is the uniformly minimum variance unbiased (UMVU) estimator. In finite samples it is distributed normally: |
The following case highlights an important point. If formula_24 is the median of three values, formula_11 is not the median of formula_26 values. However, it is a minimum variance unbiased estimate of the expected value of the median of three values, not the median of the population. Similar estimates play a central role where the parameters of a family of probability distributions are being estimated by probability weighted moments or L-moments. |
Since each observation has expectation λ so does this sample mean. Therefore, the maximum likelihood estimate is an unbiased estimator of λ. It is also an efficient estimator, i.e. its estimation variance achieves the Cramér–Rao lower bound (CRLB). Hence it is minimum-variance unbiased. Also it can be proved that the sum (and hence the sample mean as it is a one-to-one function of the sum) is a complete and sufficient statistic for λ. |