A Derivation of the Cramer-Rao Lower Bound of Euclidean Parameters under Equality Constraints via Score Function
Penulis/Author
Dr. Nanang Susyanto, S.Si., M.Sc., M.Act.Sc. (1)
Tanggal/Date
2017
Kata Kunci/Keyword
Abstrak/Abstract
-We propose a simple derivation of the Cramer-Rao Lower Bound (CRLB) of parameters under equality constraints from
the CRLB without constraints in regular parametric models. When a regular parametric model and an equality constraint of the
parameter are given, a parametric submodel can be defined by restricting the parameter under that constraint. The tangent space of
this submodel is then computed with the help of the implicit function theorem. Finally, the score function of the restricted parameter
is obtained by projecting the ecient influence function of the unrestricted parameter on the appropriate inner product spaces
