{"articles":{"rao-blackwellization@computational-statistical-methods":{"content":"<p>By the Rao–Blackwell theorem, conditioning an estimator of \\(\\theta\\) on a sufficient statistic for \\(\\theta\\) returns an estimator with smaller variance. <br> We have the Monte Carlo estimate \\({\\frac{1}{n} {\\sum}_{i} h({X}_{i})}\\) of \\({{\\operatorname{\\mathbb{E}} f(X)}}\\).</p>","names":[[["Rao–Blackwellization",""]]]}},"style":"Method"}