On the Cramer-Rao Inequality

Vaclav Fabian; James Hannan

doi:10.1214/aos/1176343754

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Home > Journals > Ann. Statist. > Volume 5 > Issue 1 > Article

January, 1977 On the Cramer-Rao Inequality

Vaclav Fabian, James Hannan

Ann. Statist. 5(1): 197-205 (January, 1977). DOI: 10.1214/aos/1176343754

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Abstract

Sufficient conditions for the Cramer-Rao inequality are formulated which do not impose any requirement on the estimator and which are independent of the choice of the densities. A hereditary property is proved for these conditions and the attainability of the lower bound is studied.