KK-theory

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Revision as of 15:18, 29 November 2013 by en>Wurzel33 (The disambiguation is resolved by linking to "ideal" because that concept is closest to that of a C*-algebraic extension - the latter is just a self-adjoint closed ideal in a C*-algebra.)
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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

E⁡(Xf(X−1))=λE⁡(f(X)).

Robbins introduced this proposition while developing empirical Bayes methods.

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