TY - JOUR
T1 - On foundation of statistical inference by C R Rao relating to information inequality
AU - Dey, Dipak K.
AU - Goh, Gyuhyeong
N1 - Publisher Copyright:
© 2020, Indian Academy of Sciences.
PY - 2020/12/1
Y1 - 2020/12/1
N2 - This is the birth centenary year of the living legend and giant in the world of statistics, Prof. Calyampudi Radhakrishna (C R) Rao. This article is a partial reflection of Dr. Rao’s contributions to statistical theory and methodology, including unbiased estimation, variance reduction by sufficiency, efficiency of estimation, information geometry, as well as the application of matrix theory in linear statistical inference. His contributions are so massive, it will be impossible to review all of them. This article will comprise mostly his major discovery, which is Cramér–Rao lower bound and related applications and extensions.
AB - This is the birth centenary year of the living legend and giant in the world of statistics, Prof. Calyampudi Radhakrishna (C R) Rao. This article is a partial reflection of Dr. Rao’s contributions to statistical theory and methodology, including unbiased estimation, variance reduction by sufficiency, efficiency of estimation, information geometry, as well as the application of matrix theory in linear statistical inference. His contributions are so massive, it will be impossible to review all of them. This article will comprise mostly his major discovery, which is Cramér–Rao lower bound and related applications and extensions.
KW - Bregman divergence
KW - generalizations of Cramér–Rao lower bound
KW - information inequality
UR - http://www.scopus.com/inward/record.url?scp=85088592262&partnerID=8YFLogxK
U2 - 10.1007/s12044-020-00581-9
DO - 10.1007/s12044-020-00581-9
M3 - Article
AN - SCOPUS:85088592262
SN - 0253-4142
VL - 130
JO - Proceedings of the Indian Academy of Sciences: Mathematical Sciences
JF - Proceedings of the Indian Academy of Sciences: Mathematical Sciences
IS - 1
M1 - 42
ER -