Chi-Square Lower Bounds

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Statistics Papers
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minimax lower bound
information inequality
bounded normal mean
Chi-square distance
Mathematics
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Statistics and Probability
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Low, Mark G
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Abstract

The information inequality has been shown to be an effective tool for providing lower bounds for the minimax risk. Bounds based on the chi-square distance can sometimes offer a considerable improvement especially when applied iteratively. This paper compares these two methods in four examples including the bounded normal mean problem as well as obervations from a Poisson distribution.

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2010-01-01
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Institute of Mathematical Statistics Collections
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