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An extension of the Cramér-Rao inequality for the sequential case

✍ Scribed by Antonio Dorival Campos


Book ID
112928189
Publisher
Springer-Verlag
Year
1979
Weight
141 KB
Volume
30
Category
Article
ISSN
0041-0241

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The present paper introduces a lower bound for the mean quadratic error of estimators of di erentiable statistical functionals. The result can be extended to bilinear covariance forms of vector-valued estimators. The lower bound leads to a concept of Fisher e ciency of estimators for functionals. Th