Note on the Cramér-Rao inequality in the nonregular case: the family of uniform distributions |
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Authors: | T.F. Móri |
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Affiliation: | Loránd Eötvös University, Budapest, Hungary |
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Abstract: | We consider the family of uniform distributions with range of unit length. The main result of this note asserts that the average variance of any unbiased estimator of the midpoint of the range is not less than (2(n+1))(n+2))-1 and this lower bound is sharp. The proof is based upon a nonregular version of the Cramér-Rao inequality. |
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Keywords: | Primary 62F10 Mixed variance Efficiency of unbiased estimators |
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