Machine Learning, Signal Processing, Bayesian Statistics, Editors Pick, Getting Started.
for the first derivative of log-likelihood (Denoted by LL). Therefore the CRLB and variance are both the same. This means that the sample mean has the lowest variance among all the unbiased estimators of the μ. Since the sample mean is unbiased and achieves the CRLB, then it is MVUE. MSE: According