Date of this Version
Institute of Mathematical Statistics Collections
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.
minimax lower bound, information inequality, bounded normal mean, Chi-square distance
Low, M. G. (2010). Chi-Square Lower Bounds. Institute of Mathematical Statistics Collections, 6 22-31. http://dx.doi.org/10.1214/10-IMSCOLL602
Date Posted: 27 November 2017