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An information inequality for the Bayes risk. (English) Zbl 0867.62014

Summary: This paper presents a lower bound, derived from the information inequality for the Bayes risk with respect to truncated priors under quadratic loss. It is discussed in cases where the regularity condition of L. D. Brown and L. Gajek [ibid. 18, No. 4, 1578-1594 (1990; Zbl 0722.62003)] is not always satisfied. A related result for the minimax risk is also given.

MSC:

62F15 Bayesian inference
62F10 Point estimation
62C10 Bayesian problems; characterization of Bayes procedures

Citations:

Zbl 0722.62003
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