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Cramer-Rao Lower Bound: An Example

Cramer-Rao Lower Bound: An Example

Created by Gavin Gibson of Heriot Watt University, this file applies the Cramer-Rao inequality to a binomial random variable to prove that the usual estimator of p is a minimum variance unbiased estimator. This is a fairly simple explanation of this theory. The pdf is only two pages in length, but still provides a nice series of mathematical equations that are helpful in explaining this method.... Show More


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