Cramér-Rao bound

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English

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Etymology

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Named after Harald Cramér and Calyampudi Radhakrishna Rao, who (among others) independently derived it in the 1940s.

Noun

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Cramér-Rao bound (plural Cramér-Rao bounds)

  1. (estimation theory, statistics) A lower bound on the variance of unbiased estimators of a deterministic (fixed, though unknown) parameter.
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