A Short Proof of the Cram\'er--Rao Inequality
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 352-353

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A simple proof of the Cramér–Rao inequality which may be regarded as a basis of the theory of efficient estimations is presented.
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     author = {O. V. Shalaevskii},
     title = {A {Short} {Proof} of the {Cram\'er--Rao} {Inequality}},
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O. V. Shalaevskii. A Short Proof of the Cram\'er--Rao Inequality. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 352-353. http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a11/