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Improved Cramér–Rao Type Integral Inequalities or Bayesian Cramér–Rao Bounds

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Abstract

New lower bounds on the mean square error for estimators of random parameter are obtained as applications of improved Cauchy–Schwarz inequality due to Walker (Stat Probab Lett 122:86–90, 2017).

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Authors and Affiliations

  1. CR Rao Advanced Institute of Mathematics, Statistics and Computer Science, Hyderabad, 500046, India

    B. L. S. Prakasa Rao

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  1. B. L. S. Prakasa Rao
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Correspondence to B. L. S. Prakasa Rao.

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Prakasa Rao, B.L.S. Improved Cramér–Rao Type Integral Inequalities or Bayesian Cramér–Rao Bounds. J Indian Soc Probab Stat 19, 1–7 (2018). https://doi.org/10.1007/s41096-017-0030-z

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  • DOI: https://doi.org/10.1007/s41096-017-0030-z

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