Rao-Blackwellisation

Rao-Blackwellisation is a statistical technique used to improve the accuracy of estimates. It involves using existing information to refine a preliminary estimate, making it more precise. Essentially, if you have a rough guess about a quantity, Rao-Blackwellisation uses known relationships and additional data to update and improve that guess, reducing uncertainty. This process results in a new estimate that is at least as good as the original, often better, by leveraging more information efficiently. It's like sharpening a blurry photo by considering known details to clarify the image.