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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;

[-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!)

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