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  • 标题:The Vincze Inequality for the Bayes Risk
  • 本地全文:下载
  • 作者:Nao Ohyauchi
  • 期刊名称:JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  • 印刷版ISSN:1882-2754
  • 电子版ISSN:1348-6365
  • 出版年度:2004
  • 卷号:34
  • 期号:1
  • 页码:65-74
  • DOI:10.14490/jjss.34.65
  • 出版社:JAPAN STATISTICAL SOCIETY
  • 摘要:In this paper, the Vincze inequality for the Bayes risk of an estimator with the unbiasedness at any two specific values of the parameter is derived using the Lagrange method. The lower bound for the Bayes risk is also shown to be attained. The Cramér-Rao inequality is derived from the information inequality. Some examples on non-regular distributions are also given.
  • 关键词:Bayes estimator;Bayes risk;Cramér-Rao inequality;information inequality;Lagrange method;non-regular distributions
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