3
$\begingroup$

Why is the Cramer-Rao Lower Bound (CRLB) inverse of the Fisher Information I(θ) ? Could someone provide an intuitive explanation? I am having trouble understanding the concept.

$\endgroup$
  • 1
    $\begingroup$ What is the problem with the mathematical proof? It explains clearly why the inverse occurs. Given that the Fisher information is a mathematical construct, looking for intuition cannot get very far. $\endgroup$ – Xi'an Sep 19 '18 at 10:31
  • $\begingroup$ I guess if you already understand the concept as deeply as you presumably do, it is clearly explained in the proof. But I guess this is not the situation the OP is in. $\endgroup$ – Sebastian Sep 19 '18 at 13:24
  • $\begingroup$ @Xi'an I need to explain this to people who might not understand the mathematical side of it. Hence I was asking for ways that might let me explain this in a sort of layman's terms. $\endgroup$ – a1a5az Sep 19 '18 at 14:19
3
$\begingroup$

I think this video gives a neat intuition, as it discusses the Cramer Rao Bound and Fisher information in a simple case in which geometric intuitions still work.

https://www.youtube.com/watch?v=i0JiSddCXMM

$\endgroup$
  • $\begingroup$ If it fully answers your question you can mark my answer as accepted, thereby letting other people know that this question is already answered sufficiently. $\endgroup$ – Sebastian Sep 19 '18 at 18:57
  • 1
    $\begingroup$ This is not sufficient by stackexchange standards; see stats.stackexchange.com/help/how-to-answer, in particular the subsection titled Provide context for links. $\endgroup$ – Glen_b -Reinstate Monica Sep 20 '18 at 2:36
  • $\begingroup$ Ok I will try to provide a longer answer. $\endgroup$ – Sebastian Sep 20 '18 at 6:46

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.