- #1
Sander1337
- 10
- 0
Hi there,
I've got a distribution function for an assignment for my school here and I don't get the hang of the question;
f(x) = θ* 2^θ * x^(-θ-1) for x>2
0 for else
The assignment is to calculate the Cramer-Rao lower boundry for consistent estimators of θ.
This is what we've got so far;
Cramer-Rao lower boundry:
[-n*E[d^2/dθ^2 ln(f(y))]]^-1
(d^2/dθ^2)ln(f(x)) = -θ^(-2)= CRLB function
Now since our professor didn't explain the Cramer Rao lower boundry we haven't got a clue of how to continue now. Is there someone here who knows how to continue now?
Greetings,
Tony, Siebe & Sander
(question might be in wrong (sub)forum, apoligies for that, don't bother rerouting this question to the right (sub)forum, thanks!)
I've got a distribution function for an assignment for my school here and I don't get the hang of the question;
f(x) = θ* 2^θ * x^(-θ-1) for x>2
0 for else
The assignment is to calculate the Cramer-Rao lower boundry for consistent estimators of θ.
This is what we've got so far;
Cramer-Rao lower boundry:
[-n*E[d^2/dθ^2 ln(f(y))]]^-1
(d^2/dθ^2)ln(f(x)) = -θ^(-2)= CRLB function
Now since our professor didn't explain the Cramer Rao lower boundry we haven't got a clue of how to continue now. Is there someone here who knows how to continue now?
Greetings,
Tony, Siebe & Sander
(question might be in wrong (sub)forum, apoligies for that, don't bother rerouting this question to the right (sub)forum, thanks!)
Last edited: