An efficient estimator is the one that achieves the equality of the Cramer-Rao bound (CRB)

The Cramer-Rao bound says that the variance of an unbiased estimator cannot be smaller than the inverse of the Fisher information. However, a bias estimator can have smaller variance than the Cramer-Rao bound, which is also known as the bias-variance trade-off.

### Like this:

Like Loading...

*Related*

## Reply