The Cramer-Rao Functional and Limiting Laws
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), ...
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Associated with each body K in Euclidean n-space Rn is an ellipsoid 02K called the Legendre ellipsoid of K . It can be defined as the unique ellipsoid centered at the body’s center of mass such that the ellipsoid’s moment of inertia about any axis passing through the center of mass is the same as that of the body. In an earlier paper the authors showed that corresponding to each convex body K ⊂...
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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,...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1990
ISSN: 0091-1798
DOI: 10.1214/aop/1176990861