Cramér-Rao bound

noun

Cramér-Rao bound

noun

Etymology Named after Harald Cramér and Calyampudi Radhakrishna Rao, who (among others) independently derived it in the 1940s.

1

Mathematics, Sciences, Statistics A lower bound on the variance of unbiased estimators of a deterministic (fixed, though unknown) parameter.

Estimation theory

Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.