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The Cramer-Rao Lower Bound

The Cramer-Rao Lower Bound

This module, created by Clayton Scott and Rob Nowak of Rice University, defines the Cramer-Rao lower bound. The authors present four different reasons why this is a solid estimator test. Theorems and examples are presented in this module. The authors do a step by step look at the mathematical process behind each step. This is a fairly short lesson by the authors. But, by only addressing one topic they can be fairly specific in their treatment. Additionally, the offer footnotes and a glossary for further study on the topic.


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