A Bayesian view of the Hammersley–Chapman–Robbins-type inequality

Autor:	Nao Ohyauchi, Masafumi Akahira
Jazyk:	angličtina
Rok vydání:	2007
Předmět:	Statistics and Probability Kantorovich inequality Bernoulli's inequality Multidimensional Chebyshev's inequality Statistics::Computation Linear inequality Chebyshev's inequality Econometrics Log sum inequality Rearrangement inequality Statistics Probability and Uncertainty Gibbs' inequality Mathematical economics Mathematics
Zdroj:	Statistics : a journal of theoretical and applied statistics. 41(2):137-144
ISSN:	0233-1888
Popis:	From the Bayesian viewpoint, the information inequality applicable to the non-regular case is discussed. It is shown to construct an estimator which minimizes locally the variance of any estimator satisfying weaker conditions than the unbiasedness condition from which an information inequality is derived. The Hammersley–Chapman–Robbins inequality is also obtained as a special case of the inequality. An example is also given.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::090802424f5da69de3c6b8c8837e940b https://tsukuba.repo.nii.ac.jp/records/29187 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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