The DOA estimation is a key issue in array signal processing, and there are many effective methods, e.g., Capon, MUSIC and Capon-MUSIC algorithms, in the literature. Nevertheless, there is less compare between the DOA estimation methods and the CRB of closely spaced multiple sources with large power differences. In this paper, it is compared between the three kinds of DOA estimation algorithms and the CRB in the situation of closely spaced strong and weak signals, and shown the inference processing of the CRB. Finally, some numerical experiments are provided to demonstrate the performance of the three methods.