How To Find Minimum Variance Unbiased Estimator. 2) even if we have unbiased estimator, none of them gives uniform minimum variance. In this video, we discuss a trait that is desirable in point estimators, unbiasedness.

Cross validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. An estimator t(x) of ϑ is unbiased if and only if e[t(x)] = ϑ for any p ∈ p. Find its minimum variance and the optimal weight.