Referenced Items are not available for this document.
We present a method to simplify the analytical computation of the Cramer-Rao bound. The method circumvents bound calculations for so-called nuisance parameters. Under mild regularity conditions the technique, which replaces expectations with almost sure limits, can significantly lower the analytical complexity as compared to traditional methods. The dimension of a matrix that requires computation and inversion is reduced to the length of the parameter vector of interest. We give applications to random variables having densities in the exponential family. For normal distributions the resulting expressions take on particularly simple closed forms
Published in:
Information Theory, IEEE Transactions on
(Volume:40
,
Issue:
2
)
Date of Publication: Mar 1994
- Page(s):
- 363 - 371
- ISSN :
- 0018-9448
- INSPEC Accession Number:
- 4761482
- Digital Object Identifier :
- 10.1109/18.312159
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Mar 1994
- Sponsored by :
- IEEE Information Theory Society
About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies
A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2013 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.
