Metrika

, Volume 41, Issue 1, pp 109–119 | Cite as

An information theoretic argument for the validity of the exponential model

  • Konstantinos Zografos
  • Kosmas Ferentinos
Article

Abstract

Based on the Cramér-Rao inequality (in the multiparameter case) the lower bound of Fisher information matrix is achieved if and only if the underlying distribution is ther-parameter exponential family. This family and the lower bound of Fisher information matrix are characterized when some constraints in the form of expected values of some statistics are available. If we combine the previous results we can find the class of parametric functions and the corresponding UMVU estimators via Cramér-Rao inequality.

Key Words and Phrases

Fisher information Cramér-Rao inequality UMVU estimators exponential family 

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Copyright information

© Physica-Verlag 1994

Authors and Affiliations

  • Konstantinos Zografos
    • 1
  • Kosmas Ferentinos
    • 1
  1. 1.Section of Probability-Statistics and Operational ResearchUniversity of Ioannina, Department of MathematicsIoanninaGreece

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