Gauss–markov Theorem

The Gauss markov theorem is a fundamental theorem in statistics that states that for a continuous random variable X, with probability distribution function f(x), there is a unique probability measure P such that:

P(X ≤ x) = f(x)P(X)

and

P(X > x) = 0.

Leave a Reply

Your email address will not be published. Required fields are marked *

Scroll to Top