منابع مشابه
Cramer-Rao Lower Bound and Information Geometry
This article focuses on an important piece of work of the world renowned Indian statistician, Calyampudi Radhakrishna Rao. In 1945, C. R. Rao (25 years old then) published a pathbreaking paper [43], which had a profound impact on subsequent statistical research. Roughly speaking, Rao obtained a lower bound to the variance of an estimator. The importance of this work can be gauged, for instance,...
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The Cramer-Rao Lower Bound is widely used in statistical signal processing as a benchmark to evaluate unbiased estimators. However, for some random variables, the probability density function has no closed analytical form. Therefore, it is very hard or impossible to evaluate the Cramer-Rao Lower Bound directly. In these cases the characteristic function may still have a closed and even simple f...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1987
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-19-2-241-256