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2001 | OriginalPaper | Buchkapitel

Bounds of the variance

verfasst von : Dr.-Ing. Christoph Arndt

Erschienen in: Information Measures

Verlag: Springer Berlin Heidelberg

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Information depends on the uncertainty of the signals that we observe. The uncertainty in these signals is commonly described by the variance, representing the power of the error. The variance is not a function of a probability distribution function, but a moment, i.e. a direct component of this distribution density. These moments are used to determine optimal estimators or to find limitations that these estimators cannot exceed. In the literature such limitations are known as bounds and we will adopt this denotation, which describes the main point of this chapter.

Metadaten
Titel
Bounds of the variance
verfasst von
Dr.-Ing. Christoph Arndt
Copyright-Jahr
2001
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-56669-1_11

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