加载中…
We establish some new non-asymptotical lower bounds for deviation of regular unbiased estimation of unknown parameter from its true value in different norms, alike the classical Rao-Kramer’s inequality. We show that if the new norm is weaker that ordinary Hilbertian norm, that the rate of convergence of arbitrary regular unbiased estimate does not exceed and if the new norm is stronger that one, the rate of convergence of the well-known Maximal Likelihood Estimate (MLE) is also equal to $ 1/\sqrt{n}.

生成讲解博客的中文版本

生成AI智能校验的中文版本