Topic 47: Cramer-Rao Lower Bound for Parameter Vectors (PETARS, Chapter 6)
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Topic 47: Cramer-Rao Lower Bound for Parameter Vectors (PETARS, Chapter 6)
In this video, the concepts in estimation theory introduced so far for scalar random variables are extended to deal with estimating multiple parameters, for example the mean and variance of a distribution simultaneously. The definition of a vector parameter estimator is introduced, and the example of extending the definition of bias. The ...
Mar 3, 2021
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