An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions

DOI10.1007/S11009-020-09822-WMaRDI QIDQ2065485zbMATH OpenOpenAlexFDO

Authors Nitis Mukhopadhyay, Srawan Kumar Bishnoi

Publication date 7 January 2022

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-020-09822-w

zbMATH Keywords

asymptotic distributionCLTconfidence intervalCramér-Rao inequalitygamma functionspoint estimationrandom CLTstopping time

Mathematics Subject Classification ID

Gamma, beta and polygamma functions (33B15) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• On some analogs of Rao-Cramér inequality and a series of inequalities satisfied by the gamma function
• Bounds for the ratio of two gamma functions
• Some inequalities for the ratio of gamma functions
• Some Gamma Function Inequalities
• scientific article; zbMATH DE number 4049996

Cites work

• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• A Note on Minimum Variance Unbiased Estimation
• A Precision Approximation of the Gamma Function
• Computation of the Gamma, Digamma, and Trigamma Functions
• EDA on the asymptotic normality of the standardized sequential stopping times. I: Parametric models
• scientific article; zbMATH DE number 3642551 (Why is no real title available?)
• scientific article; zbMATH DE number 6096290 (Why is no real title available?)
• scientific article; zbMATH DE number 3142529 (Why is no real title available?)
• scientific article; zbMATH DE number 3155182 (Why is no real title available?)
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3637162 (Why is no real title available?)
• scientific article; zbMATH DE number 734970 (Why is no real title available?)
• scientific article; zbMATH DE number 1461222 (Why is no real title available?)
• scientific article; zbMATH DE number 1461225 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• scientific article; zbMATH DE number 3080034 (Why is no real title available?)
• scientific article; zbMATH DE number 3097675 (Why is no real title available?)
• scientific article; zbMATH DE number 3106666 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
• On a sharper lower bound for a percentile of a Student's t distribution with an application
• On asymptotic and strict monotonicity of a sharper lower bound for Student's t percentiles
• On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss
• On sharp Jensen's inequality and some unusual applications
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sample path analysis and distributions of boundary crossing times
• Second order approximations for sequential point and interval estimation
• Sequential estimation problems for negative exponential populations
• Sequential Methods and Their Applications
• Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries
• Stage‐Wise Adaptive Designs
• Stirling's formula for gamma functions, bounds for ratios of gamma functions, beta functions and percentiles of a studentized sample mean: a synthesis with new results

Cited in

(2)

• An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
• An Inequality on Inverse Mills Ratios and a Surprising Statistical Proof

This page was built for publication: An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2065485)