View : 662 Download: 0
A cramer-Rao analogue for median-unbiased estimators
- Title
- A cramer-Rao analogue for median-unbiased estimators
- Authors
- Sung N.K.; Stangenhaus G.; David H.T.
- Ewha Authors
- 성내경
- Issue Date
- 1990
- Journal Title
- Trabajos de Estadistica
- ISSN
- 0213-8190
- Citation
- Trabajos de Estadistica vol. 5, no. 2, pp. 83 - 94
- Publisher
- Springer-Verlag
- Indexed
- SCOPUS
- Document Type
- Article
- Abstract
- Adopting a measure of dispersion proposed by Alamo [1964], and extending the analysis in Stangenhaus [1977] and Stangenhaus and David [1978b], an analogue of the classical Cramér-Rao lower bound for median-unbiased estimators is developed for absolutely continuous distributions with a single parameter, in which mean-unbiasedness, the Fisher information, and the variance are replaced by median-unbiasedness, the first absolute moment of the sample score, and the reciprocal of twice the median-unbiased estimator's density height evaluated at its median point. We exhibit location-parameter and scale-parameter families for which there exist median-unbiased estimators meeting the bound. We also give an analogue of the Chapman-Robbins inequality which is free from regularity conditions. © 1990 Springer.
- DOI
- 10.1007/BF02863649
- Appears in Collections:
- 자연과학대학 > 통계학전공 > Journal papers
- Files in This Item:
There are no files associated with this item.
- Export
- RIS (EndNote)
- XLS (Excel)
- XML