### Merberg, A and Miller, SJ (2008)

#### The Cramér-Rao Inequality

Course Notes for Math 162: Mathematical Statistics.

**ISSN/ISBN:** Not available at this time.
**DOI:** Not available at this time.

There are no links available at this time.

**Abstract:** The Cramér-Rao Inequality provides a lower bound for the variance of an unbiased estimator of a parameter. It
allows us to conclude that an unbiased estimator is a minimum variance unbiased estimator for a parameter. In
these notes we prove the Cramér-Rao inequality and examine some applications. We conclude with a discussion of a
probability distribution for which the Cramér-Rao inequality provides no useful information.

**Bibtex:**

```
@misc{,
AUTHOR = {Merberg, A. AND Miller, S. J.},
TITLE = {The Cramer-Rao Inequality},
HOWPUBLISHED = {Course Notes for Math 162: Mathematical Statistics},
YEAR = {2008},
}
```

**Reference Type:** E-Print

**Subject Area(s):** Statistics