This group gathers theorems of mathematical statistics, the theory behind drawing conclusions from data. It covers the properties of estimators, such as unbiasedness and efficiency, the optimal construction of tests, the distribution of test statistics, regression and the least squares method, and the asymptotic behaviour of estimates. A theorem belongs here when its cited article places it in statistics, estimation theory or statistical inference.
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Mathematical Statistics and Estimation
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Cramer-Rao inequality (bound), Wikipedia
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In estimation theory and statistics, the Cramér-Rao bound (CRB) relates to estimation of a deterministic (fixed, though unknown) parameter.
Has Member: Cramer-Rao Bound, Lead section
In estimation theory and statistics, the Cramér-Rao bound (CRB) relates to estimation
View the SourceRao-Blackwell Theorem (Wikipedia)
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In statistics, the Rao-Blackwell theorem, sometimes referred
Gauss-Markov Theorem (Wikipedia)
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In statistics, the Gauss-Markov theorem (or simply Gauss theorem
Cochran's Theorem (Wikipedia)
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In statistics, Cochran's theorem, devised by William G. Cochran
Neyman-Pearson Lemma (Wikipedia)
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In statistics, the Neyman-Pearson lemma describes the existence
Basu's Theorem (Wikipedia)
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In statistics, Basu's theorem states that any boundedly complete
Lehmann-Scheffe theorem (Wikipedia)
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In statistics, the Lehmann-Scheffé theorem provides sufficient
Wilks' theorem (Wikipedia)
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In statistics, Wilks' theorem offers an asymptotic distribution
Fisher-Tippett-Gnedenko theorem (Wikipedia)
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In mathematical statistics, the Fisher-Tippett-Gnedenko theorem (also the
Frisch-Waugh-Lovell theorem - Wikipedia
Has Member: Frisch-Waugh-Lovell Theorem, Lead sectionQuote, Has Member: Frisch-Waugh-Lovell Theorem, Lead section
In statistics and econometrics, the Frisch-Waugh-Lovell (FWL)
Delta method, Wikipedia
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In statistics, the delta method is a method of deriving the
Bessel's Correction (Wikipedia)
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In statistics, Bessel's correction is the use of n - 1 instead
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