A rigorous proof is given of the often stated fact that if the variance of an unbiased estimator of a function of a real parameter attains the Cramer-Rao lower bound then the family of distributions must be a one-parameter exponential family.
Publié le : 1973-05-14
Classification:
Cramer-Rao lower bound,
variance of unbiased estimate,
attainment of lower bound,
exponential family,
62F10
@article{1176342419,
author = {Wijsman, R. A.},
title = {On the Attainment of the Cramer-Rao Lower Bound},
journal = {Ann. Statist.},
volume = {1},
number = {2},
year = {1973},
pages = { 538-542},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342419}
}
Wijsman, R. A. On the Attainment of the Cramer-Rao Lower Bound. Ann. Statist., Tome 1 (1973) no. 2, pp. 538-542. http://gdmltest.u-ga.fr/item/1176342419/