The Cramer-Rao Inequality

We prove the Cramer-Rao Bound which asserts for a sample of n points drawn from a distribution f(x; \theta). Then for any unbiased estimator of \theta, Y, the variance of Y is at least (1/n) times the Fisher information of the original distribution. This gives us a way of measuring the efficiency of an estimator.

#mikethemathematician, #mikedabkowski, #profdabkowski

[siphomalobola]

as a statistics and econometrics student, your video helped me soo much, thank you Mike