I'm trying to compute the Cramér–Rao Lower Bound for a function of the parameter of a Poisson distribution.
The function is .
Let be an estimate of
I'm using the formula:
Now from estimating previously, I know that
Is this correct because I tried it another way and got?
Hi thanks for your reply.
Can you see what's wrong with my end result by looking at the calculations that led me to it? Did I differentiate incorrectly?
The derivative of g with respect to is
And then I've just used that in the formula?
Do you think I'm using the formula incorrectly/out of context?
About the dimensions thing you're talking about, what does that mean? I haven't encountered dimensions before?