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Improved sequential Cramer-Rao type integral inequality. (English) Zbl 1486.62235

Summary: Cramer-Rao type integral inequalities were known for obtaining lower bounds for Bayesian risk for squared error loss functions for estimators based on fixed sample size. A sequential Cramer-Rao type integral inequality was derived by the author [“Sequential Cramer-Rao type integral inequality”, Proc. Andhra Pradesh Akademi Sci. 5, 23–38 (2000)]. An improved version of this inequality is obtained using a recent result on improved Cauchy-Schwartz inequality due to [S. G. Walker, Stat. Probab. Lett. 122, 86–89 (2017; Zbl 1416.60040)].

MSC:

62L12 Sequential estimation

Citations:

Zbl 1416.60040
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References:

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