- Türkiye İstatistik Derneği Dergisi
- Vol: 5 Issue: 1
- AN INFORMATION INEQUALITY FOR THE BAYES RISK IN A FAMILY OF UNIFORM DISTRIBUTION
AN INFORMATION INEQUALITY FOR THE BAYES RISK IN A FAMILY OF UNIFORM DISTRIBUTION
Authors : Nao Ohyauchi, Masafumi Akahira.
Pages : 1-6
View : 6 | Download : 3
Publication Date : 2002-01-01
Article Type : Research
Abstract :For a family of uniform distribution on the interval [θ − (1/2) , θ − (1/2)], the informationinequality for the bayes risk of any estimator of θ is given under the quadratic loss and the uniform priordistribution on an interval [−c, c]. The lower bound for the Bayes risk is shown to be sharp. And also thelower bound for the limit inferior of Bayes risk as c → ∞ is seen to be attained by the mid-range estimatorKeywords : Cram´er-Rao inequality, Bayes Estimator, lower bound, mid-range