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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    • Variance of the Beta Distribution      • Find the Maximum Likelihood Estimator from...      • Mean of the Beta Distribution      • Cramer Rao Lower Bound of the Geometric Di...      • Find the Cramer Rao Lower Bound of the Exp...      • Find the Cramer Rao Lower Bound of the Pow...   #statistics #logarithm #discretemaths #probabilityandstatistics #stats #probability_distribution #bernoulli #binomial_distribution #poissondistribution #pareto #sumchief #somesums