✦ LIBER ✦

A Short Proof of the Cramér-Rao Inequality

✍ Scribed by Shalaevskii, O. V.

Book ID: 118224307
Publisher: Society for Industrial and Applied Mathematics
Year: 1961
Tongue: English
Weight: 214 KB
Volume: 6
Category: Article
ISSN: 0040-585X
DOI: 10.1137/1106044

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A generalization of the Cramér-Rao inequ

A generalization of the Cramér-Rao inequality

✍ I. A. Ibragimov 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 275 KB

A Refinement of the Cramér-Rao Inequalit

A Refinement of the Cramér-Rao Inequality

✍ Bol’shev, L. N. 📂 Article 📅 1961 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 745 KB

On the multivariate Rao-Cramér inequalit

On the multivariate Rao-Cramér inequality

✍ Drygas, Hilmar 📂 Article 📅 1987 🏛 Springer-Verlag ⚖ 98 KB

THE CRAMÉR-RAO INEQUALITY

✍ Pitman, E. J. G. 📂 Article 📅 1978 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 494 KB

A Cramér–Rao inequality for non-differen

A Cramér–Rao inequality for non-differentiable models

✍ Thibault Espinasse; Paul Rochet 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 159 KB

A nonparametric Cramér–Rao inequality fo

A nonparametric Cramér–Rao inequality for estimators of statistical functionals

✍ Arnold Janssen 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 269 KB

The present paper introduces a lower bound for the mean quadratic error of estimators of di erentiable statistical functionals. The result can be extended to bilinear covariance forms of vector-valued estimators. The lower bound leads to a concept of Fisher e ciency of estimators for functionals. Th