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C.R. Rao by Arko Mukhopadhyay is a document available to read on EtoBox.

What is C.R. Rao about?

This paper by C. R. Rao at age 25 introduces several important statistical concepts: 1) It derives inequality relations between elements of the Fisher information matrix and variances/covariances of estimating functions, determining a lower bound on attainable error. 2) It generalizes prior results on minimum variance estimation to cases with multiple parameters and non-normal distributions. 3) It introduces the concept of distance between probability distributions, treating parameter families geometri

Author

Arko Mukhopadhyay

Language

EN