Lower bounds for average sample size and efficiency of procedures of statistical inference
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 119-129
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The lower bound for average sample size which is sufficient for acceptance of decision with guaranteed restrictions on the risk procedure is established. Well-known Wald–Höffding–Simons and Rao–Cramer–Wolfowitz unequalities are special cases of obtained bound. The asymptotic efficiency of the maximum likelihood estimator with respect to this bound is investigated.
@article{TVP_1979_24_1_a8,
author = {I. N. Volodin},
title = {Lower bounds for average sample size and efficiency of procedures of statistical inference},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {119--129},
year = {1979},
volume = {24},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a8/}
}
I. N. Volodin. Lower bounds for average sample size and efficiency of procedures of statistical inference. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 119-129. http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a8/