Chapman-Robbins bound

English

Etymology

Named after Douglas Chapman and Herbert Robbins, who discovered it in 1951, independently of the original (1950) discovery by John Hammersley.

Noun

Chapman-Robbins bound (plural Chapman-Robbins bounds)

  1. (statistics) A lower bound on the variance of estimators of a deterministic parameter; a generalization of the Cramér-Rao bound, it is both tighter and more widely applicable, but usually harder to compute.
    Synonym: Hammersley-Chapman-Robbins bound
This article is issued from Wiktionary. The text is available under Creative Commons Attribution-Share Alike 4.0 unless otherwise noted. Additional terms may apply for the media files.