Cramér-Rao bound
English
editEtymology
editNamed after Harald Cramér and Calyampudi Radhakrishna Rao, who (among others) independently derived it in the 1940s.
Noun
editCramér-Rao bound (plural Cramér-Rao bounds)
- (estimation theory, statistics) A lower bound on the variance of unbiased estimators of a deterministic (fixed, though unknown) parameter.