The Information Inequality in Sequential Estimation for the Uniform Case

DOI10.1081/SQA-120025029zbMath1048.62078OpenAlexW1980192967MaRDI QIDQ4428257

Kei Takeuchi, Masafumi Akahira

Publication date: 14 September 2003

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-120025029

zbMATH Keywords

uniform distributionposterior distributionsstopping timesBayes riskinformation inequalitiesprior distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12)

Related Items (3)

A general theory of three-stage estimation strategy with second-order asymptotics and its applications ⋮ Sequential Estimation Procedures for End Points of Support in a Non-Regular Distribution ⋮ Sequential Point Estimation of the Location Parameter in the Location-Scale Family of Non-Regular Distributions

Cites Work

• Unified treatment of Cramer-Rao bound for the nonregular density functions
• Note on the Cramer-Rao inequality in the nonregular case: The family of uniform distributions
• Non-regular statistical estimation
• On Sequential Estimation of the Location Parameter for Families of Distributions with Discontinuous Densities
• The Efficiency of Sequential Estimates and Wald's Equation for Sequential Processes
• Information inequalities in a family of uniform distributions

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