Minimum-variance unbiased estimator (MVUE)
As discussed in the introduction to estimation theory, the goal of an estimation algorithm is to give an estimate of random variable(s) that is unbiased and has minimum variance. This criteria is reproduced here for reference $latex E\left\{\hat{f}_0 \right\} = f_0 &s=1$ $latex \sigma^{2}_{\hat{f}_0}= E \left\{ ( \hat{f}_0 – E [ \hat{f}_0 ] )^2 \right\} … Read more