A Bayesian lower bound for parameters with bounded support priors
Pages: 1 - 6
Published: Mar 18, 2020
Abstract
In this paper, we derive a Bayesian lower bound on the estimation of a scalar parameter whose prior distribution is assumed to have a bounded support. For such truncated prior distributions it is well known that the Bayesian Cramer-Rao bound (BCRB) does not hold. We also analyze the tightness of this bound for maximum a-posteriori estimators (MAP) in the case of conditionally Gaussian observations and highlight some interesting properties....
Paper Details
Title
A Bayesian lower bound for parameters with bounded support priors
Published Date
Mar 18, 2020
Pages
1 - 6
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