We've Got the Positive Correlation BLUEs

Authors
Verrill, Steve Axelrod, Michael Durst, Mark
Citation
Verrill, Steve et al., We've Got the Positive Correlation BLUEs, American statistician , 44(2), 1990, pp. 171-173
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
44
Issue
2
Year of publication
1990
Pages
171 - 173
Database
ACNP
SICI code
Abstract
Intuition suggests that combinations of positively correlated estimates of a quantity have greater variances than combinations of independent estimates of the quantity.In this note we identify circumstances under which best linear unbiased estimators (BLUEs) based on positively correlated measurements are superior to BLUEs based on independent measures.