Cramer-Rao Lower Bound / Inequality

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  • Опубліковано 22 вер 2024

КОМЕНТАРІ • 15

  • @Att3mpt
    @Att3mpt Рік тому

    Thank you so much for clarifying the subscripts for the Fisher information.

    • @statisticsmatt
      @statisticsmatt  Рік тому

      You're so welcome. Many thanks for watching. Don't forget to subscribe and let others know about this channel.

  • @batwoman7354
    @batwoman7354 3 роки тому

    thank you so much, that was helpful!

    • @statisticsmatt
      @statisticsmatt  3 роки тому

      You're welcome. Many thanks for watching and don't forget to subscribe.

  • @FragInMyBag
    @FragInMyBag 2 роки тому

    great! thanks alot!!

    • @statisticsmatt
      @statisticsmatt  2 роки тому

      You're are so welcome. Many thanks for watching. Don't forget to subscribe and let others know about this channel.

  • @BobberWCC
    @BobberWCC 3 роки тому

    Thanks

    • @statisticsmatt
      @statisticsmatt  3 роки тому

      You're welcome. Many thanks for watching and don't forget to subscribe!

  • @selvamurugan3662
    @selvamurugan3662 2 роки тому

    Picture is not clear sir

    • @statisticsmatt
      @statisticsmatt  2 роки тому

      Many thanks for watching. Often if you have a slow or choppy internet connection, the video can come across as not clear. Did you try to pause the video so it can preload? Also, don't forget to subscribe and let others know about this channel. By the way, thanks for the feedback. Much appreciated.

  • @raginijakkam3749
    @raginijakkam3749 3 роки тому

    how can we prove that, estimator T which attains Cramer-Rao lower bound is unique

  • @gurudasshinde9059
    @gurudasshinde9059 3 роки тому

    The best estimator(i.e its variance = cramer rao lower bound), is it always consistent estimator?
    I mean any estimator following this condition would be unbiased? Efficient Consistent And sufficient at the same time?

    • @statisticsmatt
      @statisticsmatt  3 роки тому

      One note is that consistency is an asymptotic property, which was not covered in this video. There are a few examples where we let n go to infinity and the estimator achieves the CR lower bound but is not consistent. Weird things can happen when n goes to infinity.

    • @gurudasshinde9059
      @gurudasshinde9059 3 роки тому

      @@statisticsmatt Thanks for reply.Got it