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LudwigNagasenalast Sunday at 10:39 PM1 replyview on HN

OLS estimator is the minimum-variance linear unbiased estimator even without the assumption of Gaussian distribution.


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rjdj377dhabsnlast Sunday at 11:03 PM

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.

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