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(minimum variance unbiased linear estimator)

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  • Minimum-variance unbiased estimator — In statistics a uniformly minimum variance unbiased estimator or minimum variance unbiased estimator (UMVUE or MVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter. The… …   Wikipedia

  • Minimum mean square error — In statistics and signal processing, a minimum mean square error (MMSE) estimator describes the approach which minimizes the mean square error (MSE), which is a common measure of estimator quality. The term MMSE specifically refers to estimation… …   Wikipedia

  • Estimator — In statistics, an estimator is a function of the observable sample data that is used to estimate an unknown population parameter (which is called the estimand ); an estimate is the result from the actual application of the function to a… …   Wikipedia

  • Linear least squares (mathematics) — This article is about the mathematics that underlie curve fitting using linear least squares. For statistical regression analysis using least squares, see linear regression. For linear regression on a single variable, see simple linear regression …   Wikipedia

  • Minimum distance estimation — (MDE) is a statistical method for fitting a mathematical model to data, usually the empirical distribution. Contents 1 Definition 2 Statistics used in estimation 2.1 Chi square criterion …   Wikipedia

  • Minimum message length — (MML) is a formal information theory restatement of Occam s Razor: even when models are not equal in goodness of fit accuracy to the observed data, the one generating the shortest overall message is more likely to be correct (where the message… …   Wikipedia

  • Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

  • Variance — In probability theory and statistics, the variance of a random variable, probability distribution, or sample is one measure of statistical dispersion, averaging the squared distance of its possible values from the expected value (mean). Whereas… …   Wikipedia

  • Minimum description length — The minimum description length (MDL) principle is a formalization of Occam s Razor in which the best hypothesis for a given set of data is the one that leads to the best compression of the data. MDL was introduced by Jorma Rissanen in 1978. It is …   Wikipedia

  • Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

  • Analysis of variance — In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of… …   Wikipedia

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