<P> A Bayesian analog is a Bayes estimator, particularly with minimum mean square error (MMSE). </P> <P> An efficient estimator need not exist, but if it does and if it is unbiased, it is the MVUE . Since the mean squared error (MSE) of an estimator δ is </P> <Dl> <Dd> MSE ⁡ (δ) = var ⁡ (δ) + (bias ⁡ (δ)) 2 (\ displaystyle \ operatorname (MSE) (\ delta) = \ operatorname (var) (\ delta) + (\ operatorname (bias) (\ delta)) ^ (2) \) </Dd> </Dl> <Dd> MSE ⁡ (δ) = var ⁡ (δ) + (bias ⁡ (δ)) 2 (\ displaystyle \ operatorname (MSE) (\ delta) = \ operatorname (var) (\ delta) + (\ operatorname (bias) (\ delta)) ^ (2) \) </Dd>

Which statistic is the best unbiased estimator for u