• DocumentCode
    930213
  • Title

    Likelihood sensitivity and the Cramér-Rao bound (Corresp.)

  • Author

    Gardner, William A.

  • Volume
    25
  • Issue
    4
  • fYear
    1979
  • fDate
    7/1/1979 12:00:00 AM
  • Firstpage
    491
  • Lastpage
    491
  • 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;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1979.1056053
  • Filename
    1056053
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=930213