Sequential estimators and the Cramér-Rao lower bound
نویسندگان
چکیده
منابع مشابه
Biased Cramér-Rao lower bound calculations for inequality-constrained estimators.
Unbiased Cramér-Rao lower bound (CRB) theory can be used to calculate lower bounds to the variances of unbiased estimates of a set of parameters given only the probability density function of a random vector conditioned on the true parameter values. However, when the estimated parameter values are required to satisfy inequality constraints such as positivity, the resulting estimator is typicall...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 1980
ISSN: 0378-3758
DOI: 10.1016/0378-3758(80)90034-8