| ▲ | LudwigNagasena 3 days ago | |||||||
OLS estimator is the minimum-variance linear unbiased estimator even without the assumption of Gaussian distribution. | ||||||||
| ▲ | rjdj377dhabsn 3 days ago | parent [-] | |||||||
Yes, and if I remember correctly, you get the Gaussian because it's the minimum entropy (least additional assumptions about the shape) continuous distribution given a certain variance. | ||||||||
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