Unformatted text preview: alyampudi Radhakrishna Rao (right), FRS known as C R Rao (born 10
September 1920) is an Indian statistician. He is professor emeritus at Penn State University and
Research Professor at the University at Buffalo. Rao was awarded the US National Medal of
Science in 2002. (wiki) Example 1. Let
1. MLE of p ?
2. What are the mean and variance of the MLE of p ?
3. What is the Cramer-Rao lower bound for an unbiased estimator of p ?
1. Solving: we have the MLE: 2. 3. 2 C-R lower bound Thus, the MLE of p is unbiased and its variance = C-R lower bound.
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This document was uploaded on 03/15/2014 for the course AMS 412 at SUNY Stony Brook.
- Spring '14