GENERALIZED FISHER'S INFORMATION AND POINT ESTIMATION THEORY

Document Type : Original Article

Author

Military Technical College, Cairo - Egypt.

Abstract

The aim of this paper is to introduce a generalized form of Fisher's information based on the concept of divergence of a sample of size n for different values of the population parameter. By using this generalization, we obtain a new form;less restricted, of cramer-Rao inequality. Some illustrative examples are presented.