When the Cramér-Rao inequality provides no information

DOI10.4310/CIS.2007.V7.N3.A3zbMATH Open1263.62021arXiv0704.0923OpenAlexW2963662403MaRDI QIDQ936474

Steven J. Miller

Publication date: 14 August 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

Abstract: We investigate a one-parameter family of probability densities (related to the Pareto distribution, which describes many natural phenomena) where the Cramer-Rao inequality provides no information.

Full work available at URL: https://arxiv.org/abs/0704.0923

zbMATH Keywords

power lawPareto distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistical aspects of information-theoretic topics (62B10)

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