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4
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Cramer-Rao lower bound for the variance of unbiased estimators of $\theta = \frac{\mu}{\sigma}$
Let $X_1, \cdots, X_n$ be a sample from the $N(\mu, \sigma^2)$ density, where $\mu, \sigma^2$ are unknown.
I want to find a lower bound $L_n$ which is valid for all sample-sizes $n$ for the variance ...
- 63
2
votes
1
answer
1k
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Variance of estimator seemingly lower than CRLB?
While practicing for a mid-term, I came across a question where I was asked to investigate the variance of $\frac{(n+1)Y_{n}}{n}$ where $Y_{n}$ is the largest observation of a random sample of size $n$...
- 285