Stein's example

English

Etymology

Named after Charles Stein of Stanford University, who discovered the phenomenon in 1955.

Proper noun

Stein's example

  1. (decision theory, estimation theory) The observation that, when three or more parameters are estimated simultaneously, there exist combined estimators more accurate on average (that is, having lower expected mean squared error) than any method that handles the parameters separately.
    Synonyms: Stein's paradox, Stein's phenomenon
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