Chapman–Robbins Bound: Variance, Estimator, Cramér–Rao bound, John Hammersley, Herbert Robbins, Probability density function, Estimation theory, Bias (statistics) - Couverture souple

 
9786132885272: Chapman–Robbins Bound: Variance, Estimator, Cramér–Rao bound, John Hammersley, Herbert Robbins, Probability density function, Estimation theory, Bias (statistics)

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the Chapman–Robbins bound or Hammersley– Chapman–Robbins bound is a lower bound on the variance of estimators of a deterministic parameter. It is a generalization of the Cramér–Rao bound; compared to the Cramér–Rao bound, it is both tighter and applicable to a wider range of problems. However, it is usually more difficult to compute.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the Chapman–Robbins bound or Hammersley– Chapman–Robbins bound is a lower bound on the variance of estimators of a deterministic parameter. It is a generalization of the Cramér–Rao bound; compared to the Cramér–Rao bound, it is both tighter and applicable to a wider range of problems. However, it is usually more difficult to compute.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.