CR Bound (FIM)

To apply (2.27), we need the FIM. We have

$\displaystyle {\bf I}_b = {\bf A}^\prime \Lambda {\bf A},$

where $ \Lambda$ is the diagonal matrix with diagonal elements $ \Lambda_{i,i}=\frac{1}{\bar{x}_i^2}$.



Baggenstoss 2017-05-19