Cramér-Rao bound
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English
[edit]Etymology
[edit]Named after Harald Cramér and Calyampudi Radhakrishna Rao, who (among others) independently derived it in the 1940s.
Noun
[edit]Cramér-Rao bound (plural Cramér-Rao bounds)
- (estimation theory, statistics) A lower bound on the variance of unbiased estimators of a deterministic (fixed, though unknown) parameter.