Let By showing (a) through (d), prove Let Rp+1 be an arbitrary unbiased estimate .
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Question:
Let
By showing (a) through (d), prove
Let β˜ ∈ Rp+1 be an arbitrary unbiased estimate β. By showing (a) through (c), prove Cramer–Rao’s inequality
(a) E[(β˜ − β)(∇l)T ] = I .
(b) The covariance matrix of the vector combining β˜−β and ∇l of size 2(p+1)
(c) Both sides of
are nonnegative definite.
Related Book For
Linear Algebra And Its Applications
ISBN: 9781292351216
6th Global Edition
Authors: David Lay, Steven Lay, Judi McDonald
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