Estimation theory notes for unbiased estimation, variance lower bounds, and UMVU construction.
Notes
| Area | Note | Status |
|---|---|---|
| UMVU | UMVUE | draft |
| Lower bound | Cramér-Rao Lower Bound | draft |
| UMVU | Rao-Blackwell Theorem | draft |
| UMVU | Lehmann-Scheffé Theorem | draft |
Learning Use
- Compare unbiased estimators through variance.
- Use Cramer-Rao lower bounds to understand what efficiency can mean.
- Use Rao-Blackwell and Lehmann-Scheffe to construct and identify UMVU estimators.