ガウス＝マルコフの定理
1. Gauss–Markov theoremIn statistics, the Gauss–Markov theorem, named after Carl Friedrich Gauss and Andrey Markov, states that in a linear regression model in which the errors have expectation zero and are uncorrelated and have equal variances, the best linear unbiased estimator (BLUE) of the coefficients is given by the ordinary least squares estimator. Here "best" means giving the lowest possible mean squared error of the estimate. The errors need not be normal, nor independent and identically distributed.
Read “Gauss–Markov theorem” on English Wikipedia
Read “ガウス＝マルコフの定理” on Japanese Wikipedia
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Read “Gauss–Markov theorem” on English Wikipedia
Read “ガウス＝マルコフの定理” on Japanese Wikipedia
Read “Gauss–Markov theorem” on DBpedia
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