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CR Rao 1920 - 2023

  • 14 Nov 2023 3:43 PM
    Reply # 13279101 on 13244929

    I got to shake the great man's hand at a conference is India in 2013. I still have Linear Statistical Inference and its Applications on my bookshelf.

  • 24 Aug 2023 10:17 AM
    Message # 13244929

     The SSA notes with sadness, but much appreciation for all of his statistical  contributions, that CR Rao has died, aged 102.

    Rao was one of the greats of mathematical statistics: think of the Cramer-Rao lower bound, or the Rao-Blackwell factorization.  His book “Linear Statistical Inference with Applications” is a magnum opus of this body of theory, containing not only a comprehensive coverage of the topic but much original work.  In its own right it is an excellent reference in linear algebra.

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