Ziv–Zakai bound

The Ziv–Zakai bound (named after Jacob Ziv and Moshe Zakai) is used in theory of estimations to provide a lower bound on possible-probable error involving some random parameter ${\displaystyle X}$ from a noisy observation ${\displaystyle Y}$. The bound work by connecting probability of the excess error to the hypothesis testing. The bound is considered to be tighter than Cramér–Rao bound albeit more involved. Several modern version of the bound have been introduced subsequent of the first version which was published 1969.