Издательство: | Книга по требованию |
Дата выхода: | июль 2011 |
ISBN: | 978-6-1305-0254-6 |
Объём: | 72 страниц |
Масса: | 129 г |
Размеры(В x Ш x Т), см: | 23 x 16 x 1 |
High Quality Content by WIKIPEDIA articles! In statistics, the Rao–Blackwell theorem, sometimes referred to as the Rao–Blackwell–Kolmogorov theorem, is a result which 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. The Rao–Blackwell theorem states that if g(X) is any kind of estimator of a parameter ?, then the conditional expectation of g(X) given T(X), where T is a sufficient statistic, is typically a better estimator of ?, and is never worse. Sometimes one can very easily construct a very crude estimator g(X), and then evaluate that conditional expected value to get an estimator that is in various senses optimal.
Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.