Lower bounds for the variance in certain nonregular distributions

✍ Scribed by I. Barranco-Chamorro; F. López-Blázquez; J.L. Moreno-Rebollo

• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 105 KB
• Volume: 50
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00084-5

✦ Synopsis

Using expansions based on orthogonal polynomials, we study the properties (such as attainability) of a system of lower bounds for the variance of any unbiased estimator in certain distributions whose range depends on an unknown parameter. We also study the bound of the ÿrst order, and compare it with the Chapman-Robbins-Kiefer bound.