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 signal s in additive gamma noise w with N independent elements wn
I am trying to find the CRLB for . I am skipping a few trivial steps...
The log-likelihood function for x is -
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.