Cramer-Rao lower boundry ion;

Sander1337

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!)

mXSCNT

Well, the next step is to take the expected value (with respect to x). Since -θ^(-2) does not involve x, it is just a constant, so the expected value is -θ^(-2) itself.