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Sequential estimators and the Cramér-Rao lower bound |
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| Authors: | Gordon Simons |
| Affiliation: | Department of Statistics, Chapel Hill, NC 27514, U.S.A. |
| Abstract: | While all nonsequential unbiased estimators of the normal mean have variances which must obey the Cramér-Rao inequality, it is shown that some sequential unbiased estimators do not. |
| Keywords: | Primary 62F10 62L12 |
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