Timeline for Cramér-Rao bound when the samples come from two distributions
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 3 at 0:27 | answer | added | Luis Mendo | timeline score: 0 | |
| Mar 2 at 23:53 | history | edited | Luis Mendo | CC BY-SA 4.0 |
Typo
|
| Feb 28 at 21:55 | comment | added | Sextus Empiricus | You compare it to the bounds based on the Cramer Rao bounds of the $\hat{p}_i$? That's the lowest variance you can get for an unbiased estimate. | |
| Feb 28 at 21:49 | comment | added | Luis Mendo | @Sextus Yes, that is the variance of $\hat d$. But then what do we compare that variance with, in order to compute efficiency? | |
| Feb 28 at 21:33 | comment | added | Sextus Empiricus | Isn't the variance of $\hat{d}$ just the sum of the variance of $\hat{p}_1$ and $\hat{p}_2$? And as a consequence, the limit of the variance of $\hat{d}$ is the sum of the limits of the variance of $\hat{p}_1$ and $\hat{p}_2$. | |
| Feb 28 at 21:00 | answer | added | Thomas Lumley | timeline score: 2 | |
| Feb 28 at 19:19 | history | asked | Luis Mendo | CC BY-SA 4.0 |