Discussions - sci.stat.math

I'm finding the CRLB on estimator variance for any unbiased estimater of theta, and I have an expression describing it's density function, f. The FIM is the expected value of [ d/d(theta) ln(f)]^2. So I do the math for [d/d(theta) ln(f) ]^2 and I get an answer I'm happy with, say 2/(1+theta). Question - The FIM is the expected value of [ 2/(1+theta)]. How do I get the... more »

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