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May, 1973 On the Attainment of the Cramer-Rao Lower Bound
R. A. Wijsman
Ann. Statist. 1(3): 538-542 (May, 1973). DOI: 10.1214/aos/1176342419

Abstract

A rigorous proof is given of the often stated fact that if the variance of an unbiased estimator of a function of a real parameter attains the Cramer-Rao lower bound then the family of distributions must be a one-parameter exponential family.

Citation

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R. A. Wijsman. "On the Attainment of the Cramer-Rao Lower Bound." Ann. Statist. 1 (3) 538 - 542, May, 1973. https://doi.org/10.1214/aos/1176342419

Information

Published: May, 1973
First available in Project Euclid: 12 April 2007

zbMATH: 0258.62016
MathSciNet: MR350941
Digital Object Identifier: 10.1214/aos/1176342419

Subjects:
Primary: 62F10

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 3 • May, 1973
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