Improved Cramer-Rao Inequality for Randomly Censored Data
نویسندگان
1 CR RAO AIMSCS, HYDERABAD, INDIA
doi
10.29252/jirss.17.2.2چکیده
As an application of the improved Cauchy-Schwartz inequality due to Walker (Statist. Probab. Lett. (2017) 122:86-90), we obtain an improved version of the Cramer-Rao inequality for randomly censored data derived by Abdushukurov and Kim (J. Soviet. Math. (1987) pp. 2171-2185). We derive a lower bound of Bhattacharya type for the mean square error of a parametric function based on randomly censored data.