Lower bounds for the variance in certain nonregular distributions

被引：4
|
作者：
Barranco-Chamorro, I [1 ]
López-Blázquez, F [1 ]
Moreno-Rebollo, JL [1 ]
机构：
[1] Univ Sevilla, Fac Matemat, Dept Estadist & IO, E-41012 Seville, Spain
来源：
STATISTICS & PROBABILITY LETTERS | 2000年 / 50卷 / 01期
关键词：
orthogonal polynomials; variance bounds; uniform distribution; nonregular distributions;
D O I：
10.1016/S0167-7152(00)00084-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Using expansions based on orthogonal polynomials, we study the properties (such as attainability) of a system of lower bounds for the variance of any unbiased estimator in certain distributions whose range depends on an unknown parameter. We also study the bound of the first order, and compare it with the Chapman-Robbins-Kiefer bound. (C) 2000 Elsevier Science B.V. All rights reserved.
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页码：75 / 81
页数：7
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