Chapman-Robbins bound
English
editEtymology
editNamed after Douglas Chapman and Herbert Robbins, who discovered it in 1951, independently of the original (1950) discovery by John Hammersley.
Noun
editChapman-Robbins bound (plural Chapman-Robbins bounds)
- (statistics) A lower bound on the variance of estimators of a deterministic parameter; a generalization of the Cramér-Rao bound, it is both tighter and more widely applicable, but usually harder to compute.
- Synonym: Hammersley-Chapman-Robbins bound