Inferential Statisticshard
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In a study involving a non-regular distribution where the support of the density depends on the parameter , such as , why does the standard Cramer-Rao Lower Bound (CRLB) fail to provide a meaningful limit for the variance of the Maximum Likelihood Estimator?
In a study involving a non-regular distribution where the support of the density depends on the parameter , such as , why does the standard Cramer-Rao Lower Bound (CRLB) fail to provide a meaningful limit for the variance of the Maximum Likelihood Estimator?