On the cramer-frechet-rao inequality for translation parameter in the case of finite support |
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| Authors: | Madan L Puri Vlncze i |
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| Institution: | Department of Mathematics , Indiana University Bloornington , Bloornington , Indiana , 47405 , U.S.A |
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| Abstract: | In this paper we investigate the problem of deriving the C-F-R (CRAMER-FRECHET-RAO) bound for the variance of an unbiased estimator of the translation para¬meter for a class of distributions having as support an interval of fixed length. Starting with the general form of the O-F-R, inequality studied earlier by VINCZE (1979) for mixed densities, we prove some inequalities related to the information quantity occurring in the C-F-R bound. The case when the variance of the unbiased estimator does not depend upon the translation parameter is investigated. The case when the variance depends upon the translation parameter is also briefly discussed. Finally some remarks will be given concerning the attainability of the variance,bounds given in this paper |
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| Keywords: | CRAMER-RAO inequality -in the nonregular case unbiased estimator asymp¬totic properties of unbiased estimators measure of information FISHER information |
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