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→Cramer-Rao Lower Bound
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====Cramer-Rao Lower Bound==== | ====Cramer-Rao Lower Bound==== | ||
{{main | Wikipedia: | {{main | Wikipedia: Cramér–Rao bound}} | ||
Given an estimator <math>T(X)</math>, let <math>\psi(\theta)=E[T(X)]</math>. | Given an estimator <math>T(X)</math>, let <math>\psi(\theta)=E[T(X)]</math>. | ||
Then <math>Var(T) \geq \frac{(\psi'(\theta))^2}{I(\theta)}</math> | Then <math>Var(T) \geq \frac{(\psi'(\theta))^2}{I(\theta)}</math> | ||