English Explanatory Dictionary

Chapman-Robbins bound

English dictionary entry

Meanings

noun
  1. A lower bound on the variance of estimators of a deterministic parameter; a generalization of the Cramér-Rao bound, it is both tighter and more widely applicable, but usually harder to compute.

Word forms

Chapman-Robbins bound Chapman-Robbins bounds

Etymology

Named after Douglas Chapman and Herbert Robbins, who discovered it in 1951, independently of the original (1950) discovery by John Hammersley.

Synonyms

Hammersley-Chapman-Robbins bound
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