Abstract
This paper is concerned with the problem of finding those distributionsminimizing Fisher information for location over Kolmogorov neighbourhoods ofdistribution functions G satisfying certain mild conditions. The case when Gis symmetric has been considered by quite a few authors. The general form ofthe solution is discussed. Furthermore we provide the solution of twoasymmetric distributions, namely, the extreme value distribution and thePearson's type IV distribution.
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Wu, E.K.H., Chan, P.S. Distributions Minimizing Fisher Information for Location in Kolmogorov Neighbourhoods. Annals of the Institute of Statistical Mathematics 49, 541–554 (1997). https://doi.org/10.1023/A:1003175030138
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DOI: https://doi.org/10.1023/A:1003175030138