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Review MVU Estimator 。CRLB→factorize a1np(x9=I(8)(g(x)-0) 80 RBLS: Use sufficient statistics:T(x)ET] unbiased estimator over sufficient statistics:g[T(x)] BLUE:if the unknown is a linear function of the data 6=(HC-1Ⅲ)-1HPC-1x whxiong@uestc.edu.cn 2whxiong@uestc.edu.cn Review MVU Estimator 2 RBLS: Use sufficient statistics: T(x) unbiased estimator over sufficient statistics: g[T(x)] E[µ · jT(x)] BLUE: if the unknown is a linear function of the data CRLB  factorize µ ^ = (HT C¡1 H) ¡1 HT C¡1 x @lnp(x; µ) @µ = I(µ)(g(x) ¡ µ)
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