Gauss-Markov

The phrase Gauss-Markov is used in two different ways. See

• Gauss-Markov processes in probability theory.
• The Gauss-Markov theorem in mathematical statistics.

A major point of the latter theorem is that one does not assume the probability distributions are Gaussian.

The second sense of "Gauss-Markov" is far more widely known than the first because it is well-known to all statisticians, and generally not known to probabilists, whereas the first is known only to probabilists and some statisticians.

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