Find the Cramer Rao Lower Bound of the Exponential Distribution
Statistics
Find the Cramer Rao Lower Bound of the Exponential Distribution .
This distribution is a discrete distribution with (lambda) as its parameter.
The random variables X are all independent of each other .
This function f(x) is the pdf ( probability density function ) of the distribution.
The idea is to find the Minimum Variance Unbiased Estimator of which the Cramer-Rao Lower Bound is one.
We find the log of the pdf and then take the derivative with regards to the parameter (lambda) .
Then we square this and find the Expectation of its value using Expectation of E(log x^2) and E[(log x)^2]
https://youtu.be/IBK8322JonM
https://youtu.be/j5pkXs5-rb4
https://youtu.be/aWZkN01Vpo0
https://youtu.be/eiXwfqCCE8A
https://youtu.be/cd5Pb1D4mgk
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