2007年4月
A Bayesian view of the Hammersley-Chapman-Robbins-type inequality
STATISTICS
- ,
- 巻
- 41
- 号
- 2
- 開始ページ
- 137
- 終了ページ
- 144
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1080/02331880601106553
- 出版者・発行元
- TAYLOR & FRANCIS LTD
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.
- リンク情報
- ID情報
-
- DOI : 10.1080/02331880601106553
- ISSN : 0233-1888
- Web of Science ID : WOS:000245985300005