Q134Section III (Statistics)134 of 180
Sufficiency, ancillarity and the Cramer–Rao bound — reading Basu's theorem carefully
The following are some statements: (I) If T is a boundedly complete sufficient statistic for and S is an ancillary statistic for , then T and S are independent. (II) An ancillary statistic may or may not be independent of a sufficient statistic. (III) It is possible to have variance smaller than that of the Cramer-Rao lower bound at some points of the parameter space. (IV) The parametric function need not be differentiable for the Cramer-Rao lower bound to hold.
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