English Explanatory Dictionary

Cramér-Rao bound

English dictionary entry

Meanings

noun
  1. A lower bound on the variance of unbiased estimators of a deterministic (fixed, though unknown) parameter.

Word forms

Cramér-Rao bound Cramér-Rao bounds

Etymology

Named after Harald Cramér and Calyampudi Radhakrishna Rao, who (among others) independently derived it in the 1940s.

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