The phrase Gauss–Markov is used in two different ways:
*
Gauss–Markov processes in probability theory
*The
Gauss–Markov theorem
In statistics, the Gauss–Markov theorem (or simply Gauss theorem for some authors) states that the ordinary least squares (OLS) estimator has the lowest sampling variance within the class of linear unbiased estimators, if the errors in ...
in mathematical statistics (in this theorem, one does ''not'' assume the probability distributions are Gaussian.)
{{mathematical disambiguation