AN INFORMATION INEQUALITY FOR THE BAYES RISK IN A FAMILY OF UNIFORM DISTRIBUTION

Authors : Nao OHYAUCHİ, Masafumi AKAHİRA

Pages : 1-6

View : 14 | Download : 8

Publication Date : 2002-01-01

Article Type : Research Paper

Abstract :For a family of uniform distribution on the interval [θ − insert ignore into journalissuearticles values(1/2); , θ − insert ignore into journalissuearticles values(1/2);], the informationinequality for the bayes risk of any estimator of θ is given under the quadratic loss and the uniform priordistribution on an interval [−c, c]. The lower bound for the Bayes risk is shown to be sharp. And also thelower bound for the limit inferior of Bayes risk as c → ∞ is seen to be attained by the mid-range estimator
Keywords : Cram´er Rao inequality, Bayes Estimator, lower bound, mid range