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The Cramér-Rao inequality gives a lower bound for the variance of an unbiased estimator of a parameter.

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Cramér-Rao Inequality, The

  • 工具书词条

  • 发表日期：

    2025年

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  • Maarten Jansen,
  • Gerda Claeskens

摘要

The Cramér-Rao inequality gives a lower bound for the variance of an unbiased estimator of a parameter.