The phrase Gauss-Markov is used in two different ways. See A major point of the latter theorem is that one does not assume the probability distributions are Gaussian.

The second sense of "Gauss-Markov" is far more widely known than the first because it is well-known to all statisticians, and generally not known to probabilists, whereas the first is known only to probabilists and some statisticians.

This is a disambiguation page; that is, one that just points to other pages that might otherwise have the same name. If you followed a link here, you might want to go back and fix that link to point to the appropriate specific page.