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On UMVU estimators and Bhattacharya bounds in exponential distributions
Authors:Rasul A. Khan
Affiliation:Department of Mathematics, Cleveland State University, Cleveland, OH 44115, USA
Abstract:A subfamily of exponential distributions is considered and it is shown that the variance of the UMVU estimator of an estimable function g(θ) having power series expansion is the limit of Bhattacharya bounds.
Keywords:Primary 62F10  Secondary 62F99  Estimable function  Exponential family  Power series  UMVU estimator  Bhattacharya bounds
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