On UMVU estimators and Bhattacharya bounds in exponential distributions
type: Item
instance of: scholarly article
title: On UMVU estimators and Bhattacharya bounds in exponential distributions
zbMATH Open document ID: 0541.62014
DOI: 10.1016/0378-3758(84)90021-1
published in: Journal of Statistical Planning and Inference
publication date: 1984-01-01T00:00:00Z
review text: A subfamily of exponential distributions with densities \(f(x,\theta)= \exp [t(x)\psi_ 1(\theta)-\psi_ 2(\theta)]\) is considered. It is proved that for estimable functions g of \(\theta\) the variance of the UMVU (Uniformly Minimum Variance Unbiased) estimator is the limit of Bhattacharya bounds if g possesses a power series expansion. The Poisson, normal and exponential distributions are studied as examples.
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F99
zbMATH DE Number: 3860171
zbMATH Keywords: UMVU estimators
zbMATH Keywords: Poisson distributions
zbMATH Keywords: normal distributions
zbMATH Keywords: exponential distributions
zbMATH Keywords: estimable functions
zbMATH Keywords: limit of Bhattacharya bounds
zbMATH Keywords: power series expansion
author: Rasul A. Khan
MaRDI profile type: Publication
full work available at URL: 0378-3758(84)90021-1
OpenAlex ID: W2058673129
cites work: On the Attainment of Cramer-Rao and Bhattacharyya Bounds for the Variance of an Estimate
cites work: Minimum Variance Unbiased Estimators for Poisson Probabilities
cites work: Q3262608
cites work: A Note on Bhattacharyya Bounds for the Negative Binomial Distribution
cites work: Some Uses of Bhattacharya Bounds in Finding Admissible Estimates
description: scientific article; zbMATH DE number 3860171