Talk:Chapman–Robbins bound

Question: Is it important that θ ∈ Rn or it can be in arbitrary set ?

Answer: As far as I can tell, the proof works for arbitrary $$\Theta$$. But in order to be used for estimation theory, to make $$\hat g$$ an estimator for $$\theta$$, $$\hat g$$ has to be $$\Theta$$-valued. And since $$\hat g$$ is $$\mathbb R^m$$-valued in the theorem, it's better be $$\Theta \subseteq \mathbb R^m$$ in that context. — Preceding unsigned comment added by 77.179.139.65 (talk) 05:13, 9 August 2023 (UTC)