Chapman-Robbins bound

English

Etymology

Named after Douglas Chapman and Herbert Robbins, who discovered it in 1951, independently of the original (1950) discovery by John Hammersley.

Noun

Chapman-Robbins bound (plural Chapman-Robbins bounds)

1. (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