When the Cramér-Rao inequality provides no information

DOI10.4310/CIS.2007.V7.N3.A3zbMATH Open1263.62021OpenAlexW2963662403MaRDI QIDQ936474FDOQ936474

Authors: Steven J. Miller 

Publication date: 14 August 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

Abstract: We investigate a one-parameter family of probability densities (related to the Pareto distribution, which describes many natural phenomena) where the Cramer-Rao inequality provides no information.

Full work available at URL: https://arxiv.org/abs/0704.0923

Recommendations

• Another Look at the Cramér-Rao Inequality
• Cramér-Rao inequality revisited
• On the Cramer-Rao inequality in an infinite dimensional space
• On the Cramer-Rao inequality in an infinite dimensional space
• A generalization of the Cramér-Rao inequality
• Cramér-Rao lower bound and information geometry
• The Rao-Cramér inequality
• scientific article; zbMATH DE number 3890515

zbMATH Keywords

power lawPareto distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Exact distribution theory in statistics (62E15)

This page was built for publication: When the Cramér-Rao inequality provides no information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q936474)