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    Cramer Rao Lower Bound

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    Given a random sample of size n from a normal distribution N(lambda,lambda) - ie mean =lambda and variance =lambda -

    If X.bar is used to estimate lambda, show that X.bar exceeds the Cramer - Rao lower bound

    © BrainMass Inc. brainmass.com June 3, 2020, 8:01 pm ad1c9bdddf
    https://brainmass.com/statistics/variance/cramer-rao-lower-bound-120954

    Solution Summary

    The solution contains the determination of Cramer-Rao lower bound for the sample mean from a Normal population.

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