NDLI: On a family of distributions attaining the Bhattacharyya bound

Content Provider	Springer Nature Link
Author	Tanaka, Hidekazu Akahira, Masafumi
Copyright Year	2003
Abstract	A family of distributions for which an unbiased estimator of a functiong(θ) of a real parameter θ can attain the second order Bhattacharyya lower bound is derived. Indeed, we obtain a necessary and sufficient condition for the attainment of the second order Bhattacharyya bound for a family of mixtures of distributions which belong to the exponential family. Furthermore, we give an example which does not satisfy this condition, but where the Bhattacharyya bound is attainable for a non-exponential family of distributions.
Starting Page	309
Ending Page	317
Page Count	9
File Format	PDF
ISSN	00203157
Journal	Annals of the Institute of Statistical Mathematics
Volume Number	55
Issue Number	2
e-ISSN	15729052
Language	English
Publisher	Kluwer Academic Publishers
Publisher Date	2003-01-01
Publisher Place	Dordrecht
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Cramer-Rao bound exponential family normal mixture Bessel differential equation Statistics Statistics for Business/Economics/Mathematical Finance/Insurance
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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On a family of distributions attaining the Bhattacharyya bound