When the Cramer-Rao Inequality provides no information
Statistics Theory
2010-09-15 v1 Statistics Theory
Abstract
We investigate a one-parameter family of probability densities (related to the Pareto distribution, which describes many natural phenomena) where the Cramer-Rao inequality provides no information.
Cite
@article{arxiv.0704.0923,
title = {When the Cramer-Rao Inequality provides no information},
author = {Steven J. Miller},
journal= {arXiv preprint arXiv:0704.0923},
year = {2010}
}
Comments
10 pages, 1 figure, to appear in Communications in Information and Systems