Top Qs
Timeline
Chat
Perspective
Robbins lemma
From Wikipedia, the free encyclopedia
Remove ads
In statistics, the Robbins lemma, named after Herbert Robbins, states that if X is a random variable having a Poisson distribution with parameter λ, and f is any function for which the expected value E(f(X)) exists, then[1]
Robbins introduced this proposition while developing empirical Bayes methods.
Remove ads
References
Wikiwand - on
Seamless Wikipedia browsing. On steroids.
Remove ads