Cramér–Rao Bound Natural & Formal Sciences Dictionary Definition A lower bound on the variance of any unbiased estimator of a parameter, given by the inverse of the Fisher information: Var(θ̂) ≥ 1 / I(θ).
Cramér–Rao Bound Natural & Formal Sciences Dictionary Definition A lower bound on the variance of any unbiased estimator of a parameter, given by the inverse of the Fisher information: Var(θ̂) ≥ 1 / I(θ).
