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math.ST2019
Statistical Meaning of Mean Functions
Abram M. Kagan, Paul J. Smith
The basic properties of the Fisher information allow to reveal the statistical meaning of classical inequalities between mean functions. The properties applied to scale mixtures of…
math.ST2019
Efficiency requires innovation
Abram M. Kagan
In estimation a parameter from a sample from a population a simple way of incorporating a new observation into an estimator $\t…
math.ST2019
The KLR-theorem revisited
Abram M. Kagan
For independent random variables with all identically distributed and same for , we study the relation \[E\{a\bar X + b\bar Y|X_1 -\bar…