A unification of Cramer-Rao type bounds

Abstract

This correspondence examines multiparameter generalizations of the Cramer-Rao (C-R) bound and related bounds from a new viewpoint. We derive a general class of bounds and show that Rao's generalization is the tightest (best) of the class. A bound reported by Zacks is another member of the class. This derivation of the C-R bound emphasizes its optimum nature. The relationship of the general class to Barankin bounds is also discussed.