minimum-variance estimate
1Minimum 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 …
2Variance — 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… …
3Minimum 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… …
4Minimum 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… …
5Analysis 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… …
6Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …
7Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… …
8Estimator — 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… …
9Estimation theory — is a branch of statistics and signal processing that deals with estimating the values of parameters based on measured/empirical data. The parameters describe an underlying physical setting in such a way that the value of the parameters affects… …
10German tank problem — During World War II, production of German tanks such as the Panther was accurately estimated by Allied intelligence using statistical methods. In the statistical theory of estimation, estimating the maximum of a uniform distribution is a common… …
