Gauss-Markov Theorem

Theorem

The least-squares estimator gives the unbiased (linear) estimator of a parameter having minimum variance.

Proof

This theorem requires a proof. You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by crafting such a proof. To discuss this page in more detail, feel free to use the talk page. When this work has been completed, you may remove this instance of {{ProofWanted}} from the code. If you would welcome a second opinion as to whether your work is correct, add a call to {{Proofread}} the page.

Source of Name

This entry was named for Carl Friedrich Gauss and Andrey Andreyevich Markov.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Gauss-Markov theorem
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Gauss-Markov theorem