February, 2003
© 2000 Scott S. Emerson, M.D., Ph.D.
Session 4: 9
Reporting Results
Methods of point estimation (cont.)
Variance improvement for unbiased estimators
·Use Rao-Blackwell improvement theorem to find
expectation of unbiased estimate conditioned on sufficient
statistic
·E.g., for S unbiased and T sufficient
