Title :
Likelihood sensitivity and the Cramér-Rao bound (Corresp.)
Author :
Gardner, William A.
fDate :
7/1/1979 12:00:00 AM
Abstract :
The Cramér-Rao bound on the error variance of an unbiased estimator of all unknown parameter is given an intuitively pleasing interpretation in terms of the sensitivity of the likelihood function to changes in parameter value.
Keywords :
Parameter estimation; Concrete; Covariance matrix; Estimation theory; Kalman filters; Maximum likelihood detection; Maximum likelihood estimation; Random variables; State estimation; Time measurement; Yield estimation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1979.1056053
