Introduction to Cramer-Rao Lower Bound

In this lesson, we’ll overview the concept of the Cramer Rao lower bound for the MSE for the estimation of a deterministic, but unknown parameter, and we show how to compute and interpret this bound for a few simple examples.

[hazelndlovu]

could you do a video on biased and unbiased estimators please

[alimuqaibel]

Very well presented with excellent examples. Thank you.

[sohummisra]

In the second example shouldn't the solution for sigma_hat = (pi+2)sigma^2/2 instead of (pi-2)sigma^2/2?

[MegaSkuper]

in you binomial example, shouldnt CRLB be multiplied by N (number of observations)?

[alexakelly]

In the second example, how does In(1/(sqrt(2pi sigma)) ) = 1/sigma^2 ? Thanks shouldn't it be -In(1/(sqrt(2pi sigma)) ?

[yannlegrands]

It would be better if there is not background music at the beginning, which is too loud.

[dominicj]

2nd example it should be sigma hat = (pi+2)sigma^2/2