Derivation of the Cramer-Rao Bound

Abstract

I give a pedagogical derivation of the Cramer-Rao Bound, which gives a lower bound on the variance of estimators used in statistical point estimation, commonly used to give numerical estimates of the systematic uncertainties in a measurement.

Author's Profile

Ryan Reece
University of California, Santa Cruz

Analytics

Added to PP
2018-05-22

Downloads
1,489 (#8,434)

6 months
463 (#2,987)

Historical graph of downloads since first upload
This graph includes both downloads from PhilArchive and clicks on external links on PhilPapers.
How can I increase my downloads?