Applications of Cramer - Rao Inequality in Calculations Minimax Estimators Under Censored Data and Koziol - Green Model

Author(s):

Mehdi Shams , Gholamreza Hesamian

Abstract:
In this paper, by using a Cramer - Rao inequality we obtained a lower bound minimax risk based on a random sample of random stopping time, in a condition of the truncated parameter space.
Finally, as applications, we obtained minimax estimators under censored data, Koziol - Green model and exponential distribution family.
Keywords:

Minimax Estimator_Censored Data_Koziol - Green Model_Stopping Time

Language:
Persian
Published:
نشریه گستره علوم آماری, Volume:2 Issue: 1, 2017
Pages:
55 to 66
https://magiran.com/p1734337