Chapman–Robbins bound
Chapman–Robbins bound - brief summary
In statistics, the Chapman–Robbins bound or Hammersley–Chapman–Robbins bound is a lower bound on the variance of estimators of a deterministic parameter. It is a generalization of the Cramér–Rao bound; compared to the Cramér–Rao bound, it is both tighter and applicable to a wider range of problems. However, it is usually more difficult to compute. The bound was independently discovered by John Hammersley in 1950, and by Douglas Chapman and Herbert Robbins in 1951.
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