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Note on the Cramér-Rao inequality in the nonregular case: the family of uniform distributions
Authors:T.F. Móri
Affiliation:Loránd Eötvös University, Budapest, Hungary
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.
Keywords:Primary 62F10  Mixed variance  Efficiency of unbiased estimators
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