Meanings
- decision theory; estimation theory; decision theory; estimation theoryThe observation that, when three or more parameters are estimated simultaneously, there exist combined estimators more accurate on average (that is, having lower expected mean squared error) than any method that handles the parameters separately.
Synonyms: Stein's paradox, Stein's phenomenon
Synonyms & antonyms
proper nounThe observation that, when three or more parameters are estimated simultaneously, there exist combined estimators more accurate on average (that is, having lower expected mean squared error) than any method that handles the parameters separately.
Origin
Named after Charles Stein of Stanford University, who discovered the phenomenon in 1955.
Full word history & related roots →Cite this entry
Stein's example. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/Stein's%20example
“Stein's example.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Stein's%20example. Accessed November 3, 2026.
WatkinsX Dictionary, s.v. “Stein's example,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/Stein's%20example.
Source: Stein's example on Wiktionary, CC BY-SA 4.0.