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A note concerning the Kramér-rao and Bhattacharyya inequalities in statistical estimation theory

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Abstract

Explicit necessary conditions are derived under which the inequalities referred to in the title become equalities for functions of a parameter.

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Literature cited

  1. L. N. Bol'shev, “A refinement of the Kramér-Rao inequality,” Teoriya Veroyat. i Ee Primen.,6, No. 3, 319–326 (1961).

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Authors and Affiliations

  1. Leningrad Division, V. A. Steklov Mathematics Institute, Academy of Sciences of the USSR, USSR

    Yu. V. Linnik

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  1. Yu. V. Linnik
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Translated from Matematicheskie Zametki, Vol. 8, No. 1, pp. 3–7, July, 1970.

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Linnik, Y.V. A note concerning the Kramér-rao and Bhattacharyya inequalities in statistical estimation theory. Mathematical Notes of the Academy of Sciences of the USSR 8, 469–471 (1970). https://doi.org/10.1007/BF01093436

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  • DOI: https://doi.org/10.1007/BF01093436

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