Title of article :
Improved Cramer-Rao Inequality for Randomly Censored Data
Author/Authors :
Prakasa Rao, B.L.S. CR Rao Advanced Institute of Mathematics - Statistics and Computer Science, Hyderabad, India.
Abstract :
As an application of the improved Cauchy-Schwartz inequality due to Walker (Statist. Probab. Lett. (2017) 122:86-90), we obtain an improved version of the Cramer-Rao inequality for randomly censored data derived by Abdushukurov and Kim (J. Soviet. Math. (1987) pp. 2171-2185). We derive a lower bound of Bhattacharya type for the mean square error of a parametric function based on randomly censored data.
Keywords :
Cauchy-Schwartz inequality , Cramer-Rao inequality , Randomly censored data , Walker's inequality
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
