Last Updated：2025/12/05
Sentence
不偏推定量を評価する際、推定量の分散に対する下界はクレーマー・ラオの下界よりも厳しい制約を示すことが多い。
Quizzes for review
When evaluating unbiased estimators, the Chapman-Robbins bound often provides a tighter limit than the Cramér-Rao bound.
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When evaluating unbiased estimators, the Chapman-Robbins bound often provides a tighter limit than the Cramér-Rao bound.
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Related words
Chapman-Robbins bound
Noun
Japanese Meaning
統計学において、決定論的パラメータの推定量の分散に対する下限（バリア）を示す概念。クレーマー・ラオ下限の一般化版であり、より厳密で幅広い状況に適用可能だが、計算が難しいという特徴がある。
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