The lower bound for the variance of unbiased estimators for one- directional family of distributions (Q1110212)
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English | The lower bound for the variance of unbiased estimators for one- directional family of distributions |
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The lower bound for the variance of unbiased estimators for one- directional family of distributions (English)
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1987
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The concept of one-directionality of a distribution family is introduced, including both cases of location and scale parameters as well as the selection parameters. Some theorems concerning sharp lower bounds for the variance of unbiased estimators and the existence of zero variance unbiased estimators for nonregular distributions are given.
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Cramér-Rao bound
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Bhattacharyya bound
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one-directionality
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location
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scale
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selection parameters
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sharp lower bounds for the variance of unbiased estimators
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existence of zero variance unbiased estimators
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nonregular distributions
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