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0 pointsLudwigNagasena2mo ago0 comments

OLS estimator is the minimum-variance linear unbiased estimator even without the assumption of Gaussian distribution.

0 comments

Yes, and if I remember correctly, you get the Gaussian because it's the minimum entropy (least additional assumptions about the shape) continuous distribution given a certain variance.

porridgeraisin2mo ago

And given a mean.

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0 pointsLudwigNagasena2mo ago0 comments

OLS estimator is the minimum-variance linear unbiased estimator even without the assumption of Gaussian distribution.

0 comments

rjdj377dhabsn2mo ago

Yes, and if I remember correctly, you get the Gaussian because it's the minimum entropy (least additional assumptions about the shape) continuous distribution given a certain variance.

porridgeraisin2mo ago

And given a mean.

j / k navigate · click thread line to collapse