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Cramer-Rao lower boundry ion;

  1. May 27, 2009 #1
    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!)
     
    Last edited: May 27, 2009
  2. jcsd
  3. May 27, 2009 #2
    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.
     
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