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Information and the Accuracy Attainable in the Estimation of Statistical Parameters

Springer series in statisticsPublished 1 January 1992
C. Radhakrishna Rao
Citations1,811

Abstract

The earliest method of estimation of statistical parameters is the method of least squares due to Mark off. A set of observations whose expectations are linear functions of a number of unknown parameters being given, the problem which Markoff posed for solution is to find out a linear function of observations whose expectation is an assigned linear function of the unknown parameters and whose variance is a minimum. There is no assumption about the distribution of the observations except that each has a finite variance.

Keywords

Computer Science