Theorem (Cramer-Rao Lower Bound) If is an unbiased estimator of 0 ER then Var() ≥ ¹. The MI lever

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 17EQ
icon
Related questions
Question

 

please teach this I do not no notations

Theorem (Cramer-Rao Lower Bound)
If is an unbiased estimator of 0 ER then Var(ō) ≥ I¯¹.
► The ML estimator achieves the C-R lower bound and is therefore
efficient in the class of unbiased estimators.
Transcribed Image Text:Theorem (Cramer-Rao Lower Bound) If is an unbiased estimator of 0 ER then Var(ō) ≥ I¯¹. ► The ML estimator achieves the C-R lower bound and is therefore efficient in the class of unbiased estimators.
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Similar questions
Recommended textbooks for you
Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
Algebra
ISBN:
9781285463247
Author:
David Poole
Publisher:
Cengage Learning
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage