The phrase Gauss–Markov is used in two different ways:
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Gauss–Markov process
Gauss–Markov stochastic processes (named after Carl Friedrich Gauss and Andrey Markov) are stochastic processes that satisfy the requirements for both Gaussian processes and Markov processes. A stationary Gauss–Markov process is unique up to r ...
es 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 the ...
in mathematical statistics (in this theorem, one does ''not'' assume the probability distributions are Gaussian.)
{{mathematical disambiguation