A unification of Cramér-Rao type bounds (Corresp.)
- 1 May 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 21 (3) , 330-332
- https://doi.org/10.1109/tit.1975.1055379
Abstract
This correspondence examines multiparameter generalizations of the Cramér-Rao (C-R) bound and related bounds from a new viewpoint. We derive a general class of bounds and show that Rao's generalization is the tightest (bes0 of the class. A bound reported by Zacks is another member of the class. This derivation of the C-R bound emphasizes its optimum nature. The relationship of the general class to Barankin bounds is also discussed.Keywords
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