Kagana, A. M. ; Rao, C. R. (2006) On estimation of a location parameter in the presence of an ancillary component Theory of Probability and Its Applications, 50 (1). pp. 129-133. ISSN 0040-585X
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Official URL: http://epubs.siam.org/action/showAbstract?page=129...
Related URL: http://dx.doi.org/10.1137/S0040585X9798155X
Abstract
If (X, Y) is an observation with distribution function F(x-θ,y),σ2=var(X), corr=rm corr(X,Y) and I is the Fisher information on θ in (X,Y), then I≥{σ2(1-p2}-1. The equality sign holds under conditions closely related to the conditions for linearity of the Pitman estimator of θ from a sample from F(x-θ,y). The results are extensions of earlier results for the case when only the informative component X is observed.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Society for Industrial and Applied Mathematics. |
| Keywords: | Fisher Information; Pitman Estimator |
| ID Code: | 96518 |
| Deposited On: | 24 Dec 2012 08:51 |
| Last Modified: | 24 Dec 2012 08:51 |
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