A geometer's view of the the Cramér-Rao bound on estimator variance

2017/10/03 by Anthony D. Blaom, Blaom, Anthony D.
Computer Science · Mathematics · #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Other Statistics (stat.OT) #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1710.01598

openalex publication_date 2017/10/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The classical Cramér-Rao inequality gives a lower bound for the variance of a unbiased estimator of an unknown parameter, in some statistical model of a random process. In this note we rewrite the statment and proof of the bound using contemporary geometric language.

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