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The Rao-Blackwell Theorem (RB Theorem) attributed to C.R. Rao and David Blackwell links the notions of sufficient statistics and unbiased estimation. Let X, a random vector represent the data. Assume the distribution of X depends on a parameter θ.

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Rao-Blackwell Theorem

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  • 发表日期：

    2025年

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  • Arthur Cohen

摘要

The Rao-Blackwell Theorem (RB Theorem) attributed to C.R. Rao and David Blackwell links the notions of sufficient statistics and unbiased estimation. Let X, a random vector represent the data. Assume the distribution of X depends on a parameter θ.