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Sequential Analysis
Design Methods and Applications
Volume 22, 2003 - Issue 3
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Original Articles

The Information Inequality in Sequential Estimation for the Uniform Case

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Pages 223-232 | Received 01 Aug 2002, Published online: 02 Sep 2006

References

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  • Govindarajulu , Z. and Vincze , I. 1989 . “ The Cramér-Fréchet-Rao inequality for sequential estimation in nonregular case ” . In Statistical Data Analysis and Inference Edited by: Dodge , Y. 257 – 268 . Elsevier Science Publ. .
  • Ibragimov , I.A. and Has'minskii , R.Z. 1974 . On sequential estimation of the location parameter for families of distributions with discontinuous densities . Theor. Probability Appl. , 19 : 669 – 682 .
  • Ibragimov , I.A. and Has'minskii , R.Z. 1981 . Statistical Estimation: Asymptotic Theory New York : Springer .
  • Khatri , C.G. 1980 . Unified treatment of Cramér-Rao bound for the nonregular density functions . J. Statist. Plann. Inference , 4 : 75 – 79 .
  • Móri , T.F. 1983 . Notes on the Cramér-Rao inequality in the nonregular case: the family of uniform distributions . J. Statist. Plann. Inference , 7 : 353 – 358 .
  • Vincze , I. 1979 . “ On the Cramér-Fréchet-Rao inequality in the nonregular case ” . In Contributions to Statistics. The J.Hájek Memorial Volume 253 – 262 . Prague : Academia .
  • Wald , A. Statistical Decision Functions 164 – 167 . New York : Wiley .
  • Wolfowitz , J. 1947 . The efficiency of sequential estimates and Wald's equation for sequential process . Ann. Math. Statist. , 18 : 215 – 230 .

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