CRLB Analytical Derivation Engine
Computes Fisher information I_n(θ) and evaluates the theoretical Cramér-Rao Lower Bound 1/I_n(θ).
Investigate the theoretical limits of statistical precision, derive the Cramér-Rao Lower Bound (CRLB) via Cauchy-Schwarz inequality, evaluate estimator efficiency, and verify that sample mean achieves the CRLB bound. Explore interactive statistical sampling, probability models, and empirical regression.
Ready to sample with CRLB Bound = 1.0.
Adjust CRLB Bound, then execute statistical trial.
Probabilistic samples are evaluated rigorously using 64-bit IEEE 754 precision. Residuals reflect ordinary least-squares regression across successive observations. Continuous data structures support high-fidelity empirical probability functions.
The CRLB is not attainable for all parametric distributions; some models have MVUEs whose variance strictly exceeds 1/I_n. The empirical regression of estimator variance against theoretical CRLB confirms 100% efficiency attainment with linear slope m = 1.0000 and R² = 1.000000.
Computes Fisher information I_n(θ) and evaluates the theoretical Cramér-Rao Lower Bound 1/I_n(θ).
Synthesizes competing unbiased estimators for Gaussian mean μ (sample mean x̄, mid-range, trimmed mean).
Evaluates empirical sampling variances across 50,000 replicated trials to test the lower bound barrier.
Verifies the correlation equality condition |Cov(T, S)| = √[Var(T) Var(S)] for efficiency attainment.
Conditions naive unbiased estimators on complete sufficient statistics to attain the unique MVUE.
Performs linear regression of empirical estimator variance against theoretical CRLB to confirm unit slope m = 1.000.
Investigate the theoretical limits of statistical precision, derive the Cramér-Rao Lower Bound (CRLB) via Cauchy-Schwarz inequality, evaluate estimator efficiency, and verify that sample mean achieves the CRLB bound. Standardized parameter settings: 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 units².
Specify true Gaussian mean μ_0 = 0.0 and known variance σ^2 = 1.0 on the CRLB simulation dashboard.
Compute single-observation Fisher information I_1(μ) = 1/σ^2 = 1.0. For sample size n, verify that CRLB = 1 / (n I_1) = 1 / n.
Draw 50,000 Monte Carlo datasets of size n = 1.0. Evaluate sample mean μ̂ = x̄ and compute its empirical variance across all replications.
Compute the sample median and mid-range estimators. Confirm that their sampling variances strictly exceed the CRLB barrier (Var(median) ≈ 1.57 / n).
Increment the theoretical lower bound across standardized values x ∈ {1.0, 2.0, 3.0, 4.0, 5.0, 6.0}, recording the corresponding estimator variance.
Fit a linear regression model y = mx to the coordinate pairs (x = CRLB, y = Var(θ̂)). Confirm that empirical slope m = 1.0000 proves 100% efficiency attainment.
Points are your recorded observations. The solid regression line validates Cramér-Rao Bound & Efficiency mathematical scaling.
| # | Scaled Theoretical CRLB Bound 1/I_n (units²) | Empirical Estimator Variance Var(θ̂) (Var(θ̂)) | Theoretical Lower Bound 1/I_n | Observed Estimator Variance Var(θ̂) | Remove |
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