Rao-blackwell theorem

CR Rao - Scholarpedia, 2008 - scholarpedia.org
Rao-Blackwell Theorem provides a process by which a possible improvement in
efficiency of an estimator can be obtained by taking its conditional expectation with respect
to a sufficient statistic. … A general version of Rao-Blackwell Theorem (or Rao-Blackwellization)
is … Lehmann and Scheffè (1950) called the result as Rao-Blackwell theorem (RBT), and
the process is described as Rao-Blackwellization (RB) by Berkson (1955). In computational
terminology it is called Rao-Blackwellized Filter (RBF). …
Showing the best result for this search. See all results