Hello everyone,

This is regarding a research problem I am working on. Trying to see if I am doing any mistake in the calculation of the CRLB.

Consider the case of a signalsin additive gamma noisewwith N independent elements w_{n}

I am trying to find the CRLB for . I am skipping a few trivial steps...

The log-likelihood function forxis -

So now,

Let . So,

The Fisher Information is,

Hence CRLB is,

Does this look right? I am a little unsure about the substitution .

TIA for the help.