Cramer Rao Bound

Documentation

Lean 4 Proof

def cramerRaoBound (N : ℕ) (x : Fin J → ℝ) (ρ : ℝ) : ℝ :=
  1 / (↑N * fisherInfoRho x ρ)

Dependency Graph

Module Section

CES Estimation Theory: Connecting Theory to Data