View source for Wolfowitz inequality

An inequality for the mathematical expectation of the square of the deviation of a statistical estimator from the true value of a parameter, obtained by the method of [[Sequential analysis|sequential analysis]]. The Wolfowitz inequality is the analogue of the [[Rao–Cramér inequality|Rao–Cramer inequality]] for samples of fixed size. It was obtained by J. Wolfowitz.



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<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  J. Wolfowitz,   "The efficiency of sequential estimates and Wald's equation for sequential processes"  ''Ann. Math. Statist.'' , '''18'''  (1947)  pp. 215–230</TD></TR></table>