Statistics Papers

Document Type

Journal Article

Date of this Version

2010

Publication Source

Institute of Mathematical Statistics Collections

Volume

6

Start Page

22

Last Page

31

DOI

10.1214/10-IMSCOLL602

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.

Keywords

minimax lower bound, information inequality, bounded normal mean, Chi-square distance

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Date Posted: 27 November 2017