10.6092/ISSN.1973-2201/1149
Chergui, J. D.
J. D.
Chergui
Generalized Blackwell-Rao and Cramer-Rao's inequalities
Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
2013
PDF Document
2013
Statistica; Vol 59, No 4 (1999)
The first part of the paper is devoted to the definition and the existence of the conditional expectation of statistic. Then we have established the Blackwell-Rao's inequality. After that we have given the definition of the Fisher information operator. We subsequently have established the important property of the information operator that the only statistic which reduces data in the sample without losing information is the sufficient statistic. Afterwards we have proved the Cramer-Rao inequality.
Statistica; Vol 59, No 4 (1999)