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THE CRAMÉR‐RAO INEQUALITY
Author(s) -
Pitman E. J. G.
Publication year - 1978
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1978.tb01095.x
Subject(s) - mathematics , inequality , statistics , econometrics , measure (data warehouse) , value (mathematics) , simple (philosophy) , mathematical economics , mathematical analysis , computer science , philosophy , epistemology , database
Summary The essential significance of the Cram‐Rao inequality is investigated. This inequality states a relation between the rate of change of a mean value and a rate of change of the probability measure. Simple, general regularity conditions are obtained.