Cramer-Rao Bound Analog of Bayes' Rule [Lecture Notes]
نویسندگان
چکیده
منابع مشابه
Lecture 6 slides: Efficient estimators and Rao-Cramer bound
Let X = (X1, ..., X ˆ n) be a random sample from distribution fθ. Let θ = δ(X) be an estimator of θ. Let T (X) be a su cient statistic for θ. As we have seen already, MSE provides one way to compare the quality of di erent estimators. In particular, estimators with smaller MSE are said to be more e cient. On the other hand, once we know T (X), we can discard X. How do these concepts relate to e...
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ژورنال
عنوان ژورنال: IEEE Signal Processing Magazine
سال: 2015
ISSN: 1053-5888
DOI: 10.1109/msp.2014.2365593