In statistics, the Lehmann–Scheffé theorem provides sufficient conditions for the existence of a best unbiased estimator in a statistical model. The theorem states that any unbiased estimator for a quantity that depends on the data only through a complete, sufficient statistic is the unique uniformly minimum-variance unbiased estimator (UMVUE) of that quantity.
In statistics, the Lehmann–Scheffé theorem provides sufficient conditions for the existence of a best unbiased estimator in a statistical model. The theorem states that any unbiased estimator for a quantity that depends on the data only through a complete, sufficient statistic is the unique uniformly minimum-variance unbiased estimator (UMVUE) of that quantity.
Source: Wikipedia "Lehmann–Scheffé theorem" · CC BY-SA 4.0
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