It is known that Cramér–Rao_bound is the lower bound of variance of a parameter. A useful link is https://en.wikipedia.org/wiki/Cram%C3%A9r%E2%80%93Rao_bound There is also a term called 'superefficient', mentioned in the link: https://en.wikipedia.org/wiki/Hodges%27_estimator which claims that: "In general, any superefficient estimator may surpass a regular estimator at most on a set of Lebesgue measure zero". My question is how "Lebesgue measure zero" is associated with the parameters discussed in the Cramér–Rao_bound? Is there a limitation where Cramér–Rao_bound is applicable?
2026-04-30 00:09:06.1777507746
Is there any parameter space of Cramér–Rao_bound
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