Cramér-Rao bound

English

Etymology

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

Noun

Cramér-Rao bound (plural Cramér-Rao bounds)

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