A Bhattacharyya Analogue for Median-unbiased Estimation

  • Published : 2004.04.01


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.


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