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A geometer's view of the the Cramér-Rao bound on estimator variance (1710.01598v2)
Published 3 Oct 2017 in stat.OT, math.ST, and stat.TH
Abstract: The classical Cram\'er-Rao inequality gives a lower bound for the variance of a unbiased estimator of an unknown parameter, in some statistical model of a random process. In this note we rewrite the statment and proof of the bound using contemporary geometric language.
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