Cramer-Rao Lower Bound: An Example

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Title:

Cramer-Rao Lower Bound: An Example PDF

Url:

http://www.macs.hw.ac.uk/~gavin/stats5/crlb.pdf

Creator:

Gibson, Gavin

Publisher:

Heriot-Watt University

Description: Created by Gavin Gibson of Heriot Watt University, this file applies the Cramer-Rao inequality to a binomial random variable to prove that the usual estimator of p is a minimum variance unbiased estimator. This is a fairly simple explanation of this theory. The pdf is only two pages in length, but still provides a nice series of mathematical equations that are helpful in explaining this method.

LC Classification:

Science -- Mathematics -- Mathematical statistics
Science -- Mathematics -- Mathematical statistics -- Analysis of variance and covariance. Experimental design
Science -- Mathematics -- Mathematical statistics -- Estimation theory

GEM Subject:

Mathematics -- Statistics

Key Concept:

Mathematics -- Statistics
Mathematics -- Tests of variance

Resource Type:

Reference Material
Instructional Material

Format:

Document -- PDF

Audience:

Educator
Learner

Education Level:

Higher Education
Higher Education -- Graduate/Professional
Higher Education -- Undergraduate (Lower Division)
Higher Education -- Undergraduate (Upper Division)
Higher Education -- Technical Education (Upper Division)
Higher Education -- Technical Education (Lower Division)
Vocational/Professional Development Education

Language:

English

Access Rights:

Free access

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Source:

CAUSEweb

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