Another look at the Cramer-Rao inequality

被引：1

作者：

Kagan, A ^{[1
]}

机构：

[1] Univ Maryland, Dept Math, College Pk, MD 20742 USA

来源：

AMERICAN STATISTICIAN | 2001年 / 55卷 / 03期

关键词：

Cramer-Rao inequality; Fisher information; linear models; normal distribution;

D O I：

10.1198/000313001317098194

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The Cramer-Rao inequality is obtained as a direct corollary of (i) monotonicity of the Fisher information and (ii) a lower bound for the information in linear models. The proof connects the fundamental inequality with linear models and has methodological advantages over the standard proof.

引用

页码：211 / 212

页数：2