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Chapman-Robbins bound

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English

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Etymology

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Named after Douglas Chapman and Herbert Robbins, who discovered it in 1951, independently of the original (1950) discovery by John Hammersley.

Noun

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Chapman-Robbins bound (plural Chapman-Robbins bounds)

  1. (statistics) A lower bound on the variance of estimators of a deterministic parameter; a generalization of the Cramér-Rao bound, it is both tighter and more widely applicable, but usually harder to compute.
    Synonym: Hammersley-Chapman-Robbins bound