C. R. Rao: The Statistical Genius

Calyampudi Radhakrishna Rao, an Indian-American statistician, has been given the 2023 International Prize in Statistics, which is considered the Nobel Prize for statistics.  He is 102 years old.

Who is C. R. Rao?

  • R. Rao is an Indian-American statistician and mathematician.
  • He is now an emeritus professor at Pennsylvania State University and a research professor at the University of Buffalo.
  • Rao has received various honors, including colloquia, honorary degrees, and festschrifts, as well as the US National Medal of Science in 2002.
  • According to the American Statistical Association, he is “a living legend whose work has had far-reaching implications for fields as diverse as economics, genetics, anthropology, geology, national planning, demography, biometry, and medicine.”
  • Rao was named one of the top ten Indian scientists of all time by the Times of India.

Rao’s Revolutionary Paper

  • “Information and accuracy attainable in the estimation of statistical parameters,” a research work, was published in the Bulletin of the Calcutta Mathematical Society in 1945.
  • The study established a lower bound on the variance of an unbiased estimate for a finite sample, which has subsequently become a mathematical statistics cornerstone.

Key findings from his research

Rao’s 1945 paper yielded three results.-

  • The Cramer-Rao inequity: It constrains the variance of an unbiased estimate for a finite sample.
  • Rao-Blackwell Theorem: It describes how to enhance an estimate to get to an optimal estimate.
  • Information geometry is a new interdisciplinary field that combines principles from differential geometry with statistics, including the concepts of metric, distance, and measure.
And get notified everytime we publish a new blog post.