On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem

Zinoviy Landsman

doi:10.1016/s0378-3758(99)00213-x

On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem

Zinoviy Landsman

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

The problem of minimizing the Fisher information about the scale parameter is shown to be related to the singular Sturme-Liouville problem. A greatest lower bound is established for this functional with respect to densities having a compact support on the interval [a,b]. This result can be applied to the construction of an optimal credibility factor in the context of actuarial science.

Original language	English
Pages (from-to)	29-35
Number of pages	7
Journal	Journal of Statistical Planning and Inference
Volume	88
Issue number	1
DOIs	https://doi.org/10.1016/s0378-3758(99)00213-x
State	Published - 1 Jul 2000

Keywords

62B10
62E20
Credibility theory
Fisher information
Least favorable distribution
Sturme-Liouville problem

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

Access to Document

10.1016/s0378-3758(99)00213-x

Cite this

@article{3a3fb188b22c44cca727dcfb0112aa1f,

title = "On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem",

abstract = "The problem of minimizing the Fisher information about the scale parameter is shown to be related to the singular Sturme-Liouville problem. A greatest lower bound is established for this functional with respect to densities having a compact support on the interval [a,b]. This result can be applied to the construction of an optimal credibility factor in the context of actuarial science.",

keywords = "62B10, 62E20, Credibility theory, Fisher information, Least favorable distribution, Sturme-Liouville problem",

author = "Zinoviy Landsman",

year = "2000",

month = jul,

day = "1",

doi = "10.1016/s0378-3758(99)00213-x",

language = "English",

volume = "88",

pages = "29--35",

journal = "Journal of Statistical Planning and Inference",

issn = "0378-3758",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem

AU - Landsman, Zinoviy

PY - 2000/7/1

Y1 - 2000/7/1

N2 - The problem of minimizing the Fisher information about the scale parameter is shown to be related to the singular Sturme-Liouville problem. A greatest lower bound is established for this functional with respect to densities having a compact support on the interval [a,b]. This result can be applied to the construction of an optimal credibility factor in the context of actuarial science.

AB - The problem of minimizing the Fisher information about the scale parameter is shown to be related to the singular Sturme-Liouville problem. A greatest lower bound is established for this functional with respect to densities having a compact support on the interval [a,b]. This result can be applied to the construction of an optimal credibility factor in the context of actuarial science.

KW - 62B10

KW - 62E20

KW - Credibility theory

KW - Fisher information

KW - Least favorable distribution

KW - Sturme-Liouville problem

UR - https://www.scopus.com/pages/publications/0041706915

U2 - 10.1016/s0378-3758(99)00213-x

DO - 10.1016/s0378-3758(99)00213-x

M3 - Article

AN - SCOPUS:0041706915

SN - 0378-3758

VL - 88

SP - 29

EP - 35

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 1

ER -

On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this