Given any unbiased estimator of a parameter, conditioning it on a sufficient statistic produces a new unbiased estimator whose variance is no larger, and generally smaller. Named for C. R. Rao and David Blackwell, it is a foundational result of statistical estimation theory.
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StatementIn statistics, the Rao-Blackwell theorem, sometimes referred to as the Rao-Blackwell-Kolmogorov theorem, is a result that characterizes the transformation of an arbitrarily crude estimator into an estimator that is optimal by the mean-squared-error criterion or any of a variety of similar criteria. 1 Classification
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Source Rao-Blackwell Theorem (Wikipedia)
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1. Rao-Blackwell Theorem (Wikipedia)
Wikimedia FoundationLead section, first sentence
In statistics, the Rao-Blackwell theorem, sometimes referred to as the Rao-Blackwell-Kolmogorov theorem, is a result that characterizes the transformation of an arbitrarily crude estimator into an estimator that is optimal by the mean-squared-error criterion or any of a variety of similar criteria.
Proved By: David Blackwell, Lead paragraph
In statistics, the Rao-Blackwell theorem, sometimes referred to as the Rao-Blackwell-Kolmogorov theorem, is a result that characterizes the transformation
In Group: Mathematical Statistics and Estimation, Lead section
In statistics, the Rao-Blackwell theorem, sometimes referred
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