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About: The Minimum Variance Unbiased Estimator

Module by: Clayton Scott, Robert Nowak. E-mail the authors

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Name: The Minimum Variance Unbiased Estimator
ID: m11426
Language: English (en)
Summary: This module motivates and introduces the minimum variance unbiased estimator (MVUE). This is the primary criterion in the classical (frequentist) approach to parameter estimation. We introduce the concepts of mean squared error (MSE), variance, bias, unbiased estimators, and the bias-variance decomposition of the MSE.
Subject: Science and Technology
Keywords: bias, estimation, minimum variance, MSE, scalar case, unbiased estimators
Document Type: -//CNX//DTD CNXML 0.5 plus MathML//EN
License: Creative Commons Attribution License CC-BY 1.0
Authors: Clayton Scott (cscott@rice.edu), Robert Nowak (nowak@engr.wisc.edu)
Copyright Holders: Clayton Scott (cscott@rice.edu), Robert Nowak (nowak@engr.wisc.edu)
Maintainers: Clayton Scott (cscott@rice.edu), Elizabeth Gregory (elizabeth.gregory@gmail.com), Jeffrey Silverman (JSilverman@astro.berkeley.edu)
Latest version: 1.6 (history)
First publication date: Jun 23, 2003 11:50 am GMT-5
Last revision to module: May 14, 2004 1:10 pm GMT-5
Module XML: m11426_1.6.cnxml

Version History

Version: 1.6 May 14, 2004 1:10 pm GMT-5 by Jeffrey Silverman
Changes: 
Translated much LaTeX into MathML and fixed some MathML typos.  There are still 8 inserts to be added.
Version: 1.5 Oct 23, 2003 3:11 pm GMT-5 by Clayton Scott
Changes: 
Added a substantial amount of commentary, and left several equations to be added by Jeff.
Version: 1.4 Oct 21, 2003 4:10 pm GMT-5 by Clayton Scott
Changes: 
Added an abstract
Version: 1.3 Oct 17, 2003 5:13 pm GMT-5 by (None)
Changes: 
Updated metadata: Added abstract.
Version: 1.2 Aug 8, 2003 12:24 pm GMT-5 by Elizabeth Gregory
Changes: 
adding Jeff as a maintainer
Version: 1.1 Jul 10, 2003 10:36 am GMT-5 by Elizabeth Gregory
Changes: 
First Version

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American Chemical Society (ACS) Style Guide:

Scott, C.; Nowak, R. The Minimum Variance Unbiased Estimator, Connexions Web site. http://cnx.org/content/m11426/1.6/, May 14, 2004.

American Medical Assocation (AMA) Manual of Style:

Scott C, Nowak R. The Minimum Variance Unbiased Estimator [Connexions Web site]. May 14, 2004. Available at: http://cnx.org/content/m11426/1.6/.

American Psychological Assocation (APA) Publication Manual:

Scott, C., & Nowak, R. (2004, May 14). The Minimum Variance Unbiased Estimator. Retrieved from the Connexions Web site: http://cnx.org/content/m11426/1.6/

Chicago Manual of Style (Bibliography):

Scott, Clayton, and Robert Nowak. "The Minimum Variance Unbiased Estimator." Connexions. May 14, 2004. http://cnx.org/content/m11426/1.6/.

Chicago Manual of Style (Note):

Clayton Scott and Robert Nowak, "The Minimum Variance Unbiased Estimator," Connexions, May 14, 2004, http://cnx.org/content/m11426/1.6/.

Chicago Manual of Style (Reference, in Author-Date style):

Scott, C., & Nowak, R. 2004. The Minimum Variance Unbiased Estimator. Connexions, May 14, 2004. http://cnx.org/content/m11426/1.6/.

Modern Languages Association (MLA) Style Manual:

Scott, Clayton, and Robert Nowak. The Minimum Variance Unbiased Estimator. Connexions. 14 May 2004 <http://cnx.org/content/m11426/1.6/>.