Lehmann–Scheffé theorem

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If T is a sufficient statistic for the parameter θ, then the minimum variance unbiased estimator of θ is given by E(θ̂|T), where θ̂ is any unbiased estimator of θ. The theorem, published in 1950, is an extension of the Rao–Blackwell theorem.

Subjects: Probability and Statistics.

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