Some Lower Bound of Cramer-Rao type for Median-Unbiased Estimates

  • Published : 1994.03.01

Abstract

We construct a new lower bound of Cramer-Rao type for the median-unbiased estimator in the presence a nuisance parameter. We also identify useful necessary and sufficient conditions for the attainability of the lower bound. Some applications including the analysis of censored reliability data are considered as examples.

Keywords