This article is cited in 10 papers

Lower bounds for average sample size and efficiency of procedures of statistical inference

I. N. Volodin

Kazan

Abstract: The lower bound for average sample size which is sufficient for acceptance of decision with guaranteed restrictions on the risk procedure is established. Well-known Wald–Höffding–Simons and Rao–Cramer–Wolfowitz unequalities are special cases of obtained bound. The asymptotic efficiency of the maximum likelihood estimator with respect to this bound is investigated.

Received: 18.11.1976

 English version: Theory of Probability and its Applications, 1979, 24:1, 120–129

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