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Chapman–Robbins bound

Index Chapman–Robbins bound

In statistics, the Chapman–Robbins bound or Hammersley–Chapman–Robbins bound is a lower bound on the variance of estimators of a deterministic parameter. [1]

12 relations: Annals of Mathematical Statistics, Bias (statistics), Cramér–Rao bound, Estimation theory, Estimator, Fisher information, Herbert Robbins, John Hammersley, Journal of the Royal Statistical Society, Probability density function, Statistics, Variance.

Annals of Mathematical Statistics

The Annals of Mathematical Statistics was a peer-reviewed statistics journal published by the Institute of Mathematical Statistics from 1930 to 1972.

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Bias (statistics)

Statistical bias is a feature of a statistical technique or of its results whereby the expected value of the results differs from the true underlying quantitative parameter being estimated.

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Cramér–Rao bound

In estimation theory and statistics, the Cramér–Rao bound (CRB), Cramér–Rao lower bound (CRLB), Cramér–Rao inequality, Frechet–Darmois–Cramér–Rao inequality, or information inequality expresses a lower bound on the variance of unbiased estimators of a deterministic (fixed, though unknown) parameter.

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Estimation theory

Estimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component.

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Estimator

In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished.

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Fisher information

In mathematical statistics, the Fisher information (sometimes simply called information) is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.

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Herbert Robbins

Herbert Ellis Robbins (January 12, 1915 – February 12, 2001) was an American mathematician and statistician.

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John Hammersley

John Michael Hammersley (21 March 1920 – 2 May 2004) was a British mathematician best known for his foundational work in the theory of self-avoiding walks and percolation theory.

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Journal of the Royal Statistical Society

The Journal of the Royal Statistical Society is a peer-reviewed scientific journal of statistics.

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Probability density function

In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function, whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample.

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Statistics

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data.

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Variance

In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its mean.

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Redirects here:

Chapman-Robbins bound, Hammersley-Chapman-Robbins bound, Hammersley–Chapman–Robbins bound.

References

[1] https://en.wikipedia.org/wiki/Chapman–Robbins_bound

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