Improved sequential Cramer-Rao type integral inequality. Issue 1 (2nd January 2018)

• Record Type: Journal Article
• Authors: Rao, B. L. S. Prakasa
• Is Part Of: Sequential analysis. Volume 37:Issue 1(2018)
• Page Start: 59
• Page End: 68
• Publication Date: 2018-01-02
• Subjects: Bayesian risk -- Cauchy-Schwartz inequality -- Cramer-Rao type integral inequality -- sequential estimation; 62L12; Sequential analysis -- Periodicals; 519.54
• DOI: 10.1080/07474946.2018.1427975
• Languages: English
• ISSNs: 0747-4946

Abstract

ABSTRACT: Cramer-Rao type integral inequalities were known for obtaining lower bounds for Bayesian risk for squared error loss functions for estimators based on fixed sample size. A sequential Cramer-Rao type integral inequality was derived by Prakasa Rao ( Proc. Andhra Pradesh Akademi of Sciences (2000) 5: 23–38). An improved version of this inequality is obtained using a recent result on improved Cauchy-Schwartz inequality due to Walker ( Statist. Probab. Lett. (2017) 122: 86–90).