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When the Cramér-Rao inequality provides no information. (English) Zbl 1263.62021

Summary: We investigate a one-parameter family of probability densities (related to the Pareto distribution, which describes many natural phenomena) where the Cramér-Rao inequality provides no information.

MSC:

62E15 Exact distribution theory in statistics
62B10 Statistical aspects of information-theoretic topics
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