On generalized moment identity and its applications: a unified approach
Article Type
Research Article
Publication Title
Statistics
Abstract
In this paper, we obtain a generalized moment identity for the case when the distributions of the random variables are not necessarily purely discrete or absolutely continuous. The proposed identity is useful to find the generator which has been used for the approximation of distributions by Stein's method. Apparently, a new approach is discussed for the approximation of distributions by Stein's method. We bring the characterization based on the relationship between conditional expectations and hazard measure in our unified framework. As an application, a new lower bound to the mean-squared error is obtained and it is compared with Bayesian Cramer–Rao bound.
First Page
1149
Last Page
1160
DOI
10.1080/02331888.2015.1119150
Publication Date
9-2-2016
Recommended Citation
Kattumannil, Sudheesh K. and Dewan, Isha, "On generalized moment identity and its applications: a unified approach" (2016). Journal Articles. 4338.
https://digitalcommons.isical.ac.in/journal-articles/4338