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Rao- Blackwell theorem

Engineering
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Rao-Blackwell theorem • The Rao-Blackwell theorem (sometimes called the Rao– Blackwell–Kolmogorov theorem or Rao-Blackwellization) is a way to improve the efficiency of initial estimators. Estimators are observable random variables used to estimate quantities. For example, the (observable) sample mean is an estimator for the (unknown) population mean.
Rao- Blackwell theorem.pptx
Rao- Blackwell theorem.pptx
Rao- Blackwell theorem.pptx
Rao- Blackwell theorem.pptx

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Rao- Blackwell theorem.pptx

  • 1. Rao-Blackwell theorem • The Rao-Blackwell theorem (sometimes called the Rao– Blackwell–Kolmogorov theorem or Rao-Blackwellization) is a way to improve the efficiency of initial estimators. Estimators are observable random variables used to estimate quantities. For example, the (observable) sample mean is an estimator for the (unknown) population mean.