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A Bhattacharyya Analogue for Median-unbiased Estimation
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 Title & Authors
A Bhattacharyya Analogue for Median-unbiased Estimation
Sung, Nae-Kyung;
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 Abstract
A more general version of diffusivity based on total variation of density is defined and an information inequality for median-unbiased estimation is presented. The resulting information inequality can be interpreted as an analogue of the Bhattacharyya system of lower bounds for mean-unbiased estimation. A condition on which the information bound is achieved is also given.
 Keywords
Bhattacharyya;median-unbiased estimation;diffusivity;total variation;
 Language
English
 Cited by
 References
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