Lemmas | Theorems in statistics | Poisson distribution

Robbins lemma

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 Robbins introduced this proposition while developing empirical Bayes methods. (Wikipedia).

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Related pages

Random variable | Expected value | Statistics | Poisson distribution | Empirical Bayes method