Metode Bayes Dan Ketidaksamaan Cramer-Rao Dalam Penaksiran Titik
نویسندگان
چکیده
منابع مشابه
Note for Cramer-Rao Bounds
• (z)r and (z)i denote the real and imaginary part of z. II. CONSTRAINED CRAMER-RAO BOUND A. Problem Statement Problem statement and notation are based on [1]. • a: a K × 1 non-random vector which are to be estimated. • r: an observation of a random vector . • â (R): an estimate of a basing on the observed vector r . It is required that â (R) satisfies M nonlinear equality constraints (M < K), ...
متن کاملComputing Constrained Cramer Rao Bounds
We revisit the problem of computing submatrices of the Cramér-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter θ. We explore iterative methods that avoid direct inversion of the Fisher information matrix, which can be computationally expensive when the dimension of θ is large. The computation of the bound is related to the quadratic matrix program...
متن کاملCramer-Rao lower bounds for atomic decomposition
In a previous paper [1] we presented a method for atomic decomposition with chirped, Gabor functions based on maximum likelihood estimation. In this paper we present the Cramér-Rao lower bounds for estimating the seven chirp parameters, and the results of a simulation showing that our sub-optimal, but computationally tractable, estimators perform well in comparison to the bound at low signal-to...
متن کاملImproved Cramer-Rao Inequality for Randomly Censored Data
As an application of the improved Cauchy-Schwartz inequality due to Walker (Statist. Probab. Lett. (2017) 122:86-90), we obtain an improved version of the Cramer-Rao inequality for randomly censored data derived by Abdushukurov and Kim (J. Soviet. Math. (1987) pp. 2171-2185). We derive a lower bound of Bhattacharya type for the mean square error of a parametric function based on randomly censor...
متن کاملCramer-Rao Lower Bound and Information Geometry
This article focuses on an important piece of work of the world renowned Indian statistician, Calyampudi Radhakrishna Rao. In 1945, C. R. Rao (25 years old then) published a pathbreaking paper [43], which had a profound impact on subsequent statistical research. Roughly speaking, Rao obtained a lower bound to the variance of an estimator. The importance of this work can be gauged, for instance,...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Jurnal Matematika Statistika dan Komputasi
سال: 2018
ISSN: 2614-8811
DOI: 10.20956/jmsk.v14i2.3555