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Consult any reference or book or notes on the Internet, and (i) Clearly state and provide a proof of the Cramer Rao lower bound for
Consult any reference or book or notes on the Internet, and (i) Clearly state and provide a proof of the Cramer Rao lower bound for an unbiased estimate. It should be written as a formal Theorem, with a statement of the conditions assumed and the result, followed by a formal Proof. You can consult any source, but the statement and proof must be in your own words. (ii) Consider the regression problem considered in class, where X = 2y + 20 + W, with W N N (0, 52). Does the Maximum Likelihood estimate of y achieve the Cramer Rao lower bound
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