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Lower bounds for the variance in certain nonregular distributions

Author

Listed:
  • Barranco-Chamorro, I.
  • López-Blázquez, F.
  • Moreno-Rebollo, J. L.

Abstract

Using expansions based on orthogonal polynomials, we study the properties (such as attainability) of a system of lower bounds for the variance of any unbiased estimator in certain distributions whose range depends on an unknown parameter. We also study the bound of the first order, and compare it with the Chapman-Robbins-Kiefer bound.

Suggested Citation

  • Barranco-Chamorro, I. & López-Blázquez, F. & Moreno-Rebollo, J. L., 2000. "Lower bounds for the variance in certain nonregular distributions," Statistics & Probability Letters, Elsevier, vol. 50(1), pages 75-81, October.
    • Handle: RePEc:eee:stapro:v:50:y:2000:i:1:p:75-81
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    References listed on IDEAS

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    1. Cacoullos, T. & Papathanasiou, V., 1986. "Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds," Statistics & Probability Letters, Elsevier, vol. 4(1), pages 21-23, January.
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