Information inequalities for the Bayes risk (Q756309)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Information inequalities for the Bayes risk |
scientific article |
Statements
Information inequalities for the Bayes risk (English)
0 references
1990
0 references
A series of lower bounds for the Bayes risk of an estimator \({\hat \theta}\) of a real parameter \(\theta\) under loss m(\(\theta\))(\({\hat \theta}\)-\(\theta\))\({}^ 2\), \(m(\theta)>0\) is given. Five nontrivial examples illustrate the accuracy of the bounds. The results are based on a version of the information inequality without regularity conditions on the statistic under consideration. The statement and the proof of the inequality are also given.
0 references
Cramér-Rao inequality
0 references
exponential family
0 references
scaled quadratic loss
0 references
lower bounds
0 references
Bayes risk
0 references
examples
0 references
accuracy
0 references
information inequality
0 references