Find the Cramer Rao Lower Bound of the Bernoulli Distribution
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Find the Cramer Rao Lower Bound of the Bernoulli Distribution
5 581 просмотр · 3 года назад
sumchief
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5 581 просмотр · 3 года назад
Statistics
Find the Cramer Rao Lower Bound of the Bernoulli Distribution . This distribution is a discrete distribution with (p) as its parameter.
The random variables X are all independent of each other .
This function f(x) is the pmf ( probability mass function ) of the distribution.
The idea is to find the Minimum Variance Unbiased Estimator of which the Cramer-Rao Lower Bound is one.
We find the log of the pmf and then take the derivative with regards to the parameter (p) .
Then we square this and find the Expectation of its value.
The CRLB is the reciprocal
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