When the Cramer-Rao Inequality provides no information

Details When the Cramer-Rao Inequality provides no information When the Cramer-Rao Inequality provides no information

2007-04-06

arxiv.org/abs/0704.0923v1

Communications in Information and Systems 7 (2007), no. 3, 265--272

Mathematics

Statistics Theory

10 pages, 1 figure, to appear in Communications in Information and Systems

Scientific paper

We investigate a one-parameter family of probability densities (related to
the Pareto distribution, which describes many natural phenomena) where the
Cramer-Rao inequality provides no information.

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