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Fisher's Estimator Inequality


Given T an unbiased estimator of theta so that <T>=theta. Then

 var(T)>=1/(Nint_(-infty)^infty[(partial(lnf))/(partialtheta)]^2fdx),

where var is the variance.


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Cite this as:

Weisstein, Eric W. "Fisher's Estimator Inequality." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/FishersEstimatorInequality.html

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