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1 vote
3 answers
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Upper Bound for $\mathbb{E}\left[\max_{j \in \mathcal{N}} h_{j}\right]$

Assume $\{h_j\}_{j\in \mathcal{N}}$ are independent Gamma random variables, each with potentially different distributions and parameters. I am looking for an upper bound for $\mathbb{E}\left[\max_{j \...
Lee White's user avatar
2 votes
2 answers
631 views

An alternative proof of Bayesian Cramer-Rao

My question is: Are there an alternative proof of Cramer-Rao lower bound that does not use Cauchy-Swartz inequality? Let me outline the classical proof and explain why I am interested in this ...
Boby's user avatar
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