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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 1, Pages 119–129
(Mi tvp958)
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This article is cited in 10 scientific papers (total in 10 papers)
Lower bounds for average sample size and efficiency of procedures of statistical inference
I. N. Volodin Kazan
Abstract:
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.
Received: 18.11.1976
Citation:
I. N. Volodin, “Lower bounds for average sample size and efficiency of procedures of statistical inference”, Teor. Veroyatnost. i Primenen., 24:1 (1979), 119–129; Theory Probab. Appl., 24:1 (1979), 120–129
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