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.
Pages
12
From page
1
To page
12
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)
Serial Year
2018
Record number
2508302
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