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LudwigNagasena
5mo ago
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OLS estimator is the minimum-variance linear unbiased estimator even without the assumption of Gaussian distribution.
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rjdj377dhabsn
5mo ago
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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.
porridgeraisin
5mo ago
And given a mean.
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