Construct · 1 fields · 1 citations

Cramer-Rao bound: a standalone construct

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Statistics

a lower limit on the variance of any unbiased estimator, given by the inverse of the Fisher information.

In statistics, Cramer-Rao bound refers to a lower limit on the variance of any unbiased estimator, given by the inverse of the Fisher information. This meaning comes from Rao (1945/1992) in Springer Series in Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

estimator2 fields · 2 citationsjingle · one word, two constructs Fisher information3 fields · 3 citationsinvariant · one construct, three systems information4 fields · 5 citationsjingle · one word, four constructs

References

Rao, C. R. (1992). Information and the Accuracy Attainable in the Estimation of Statistical Parameters. In Springer Series in Statistics (pp. 235-247). Springer New York. (Original work published 1945) https://doi.org/10.1007/978-1-4612-0919-5_16

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