crbound_sigma: The Cram\'er-Rao lower bound (times 'n') for estimating the...

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crbound_sigmaR Documentation

The Cram\'er-Rao lower bound (times n) for estimating the variance parameter from a univariate truncated normal sample with known mean parameter.

Description

The Cram\'er-Rao lower bound (times n) on the variance for estimating the variance parameter sigmasq from a univariate truncated normal sample, assuming the true mean parameter mu is known.

Usage

crbound_sigma(mu, sigmasq)

Arguments

mu

The mean parameter.

sigmasq

The variance parameter.

Details

The Cram\'er-Rao lower bound in this case is defined as 4\sigma^8/var((X-\mu)^2).

Value

A number, the Cram\'er-Rao lower bound .


genscore documentation built on May 31, 2023, 6:28 p.m.