Cramér–Rao lower bound

In estimation theory and statistics, the Cramér–Rao bound (CRB) relates to estimation of a deterministic (fixed, though unknown) parameter. The result is named in honor of Harald Cramér and Calyampudi Radhakrishna Rao, but has also been derived independently by Maurice Fréchet, Georges Darmois, and by Alexander Aitken and Harold Silverstone. It is also known as Fréchet–Cramér–Rao or Fréchet–Darmois–Cramér–Rao lower bound. It states that the precision of any unbiased estimator is at most the Fisher information; or (equivalently) the reciprocal of the Fisher information is a lower bound on its variance.