1.Previous
3.Next

of the mean number of successes in n Bernoulli trials. This is generally true. In this case, the Cramér-Rao bound is an equality.

Estimate ? from X ~ Bern (??)

As another toy example consider a random variable with possible outcomes 0 and 1, with probabilities and , respectively, for some . Our goal is estimating from observations of .

The Fisher information reads in this caseThis expression can also be derived directly from the change of reparametrization formula given

1.Previous
3.Next