BS2 Statistical Inference - Lecture 3
Sufficiency and unbiased estimation
This lecture is concerned with the interplay between unbiasedness, minimum variance, sufficiency and completeness. In particular we show that the likelihood function is minimal sufficient and that a MVUE is always a function of a minimal sufficient statistic. Rao-Blackwell's theorem is established and the important idea of Rao-Blackwellization is introduced.
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Last updated: Friday, 22 October 2004 11:39. Steffen L. Lauritzen