Division of Agricultural Economic and Statistics, Main Campus Chatha, SKUAST–J, Jammu-180 009
Let X1, X2, .., Xn denote a random sample of size n≥1 from a distribution with p.d.f. f(x; θ), θ ϵ Ω = (θ; α<θ<β), where α and β are known numbers. If Y = φ(X1, X2, …, Xn) is an unbiased estimator of parameter θ and σ2y denote the variance of Y then according to the Rao-Cramer Inequality
In this paper, we shall present some generalizations and a refinement of this famous inequality.
Unbiased estimator, efficient estimator, Rao-cramer inequality, likelihood function