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Abstract
We consider the densities of truncated distributions in their natural form. In the estimation of parametric functions involved in these densities and their rth powers, necessary prior densities are identified and attainable Kiefer bounds on variance of unbiased estimators are computed. The problem of estimation of these Kiefer bounds [which is same as estimating variance of UMVU estimators] is considered. It is shown that the variances of UMVU estimators of these Kiefer bounds have attainable Kiefer bounds. Results are illustrated by examples.
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