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Le Cam two-point lemma

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Statistical inference Statistical decision theory
2026-09-24  0 By others on same topic  0 Discussions Create my own version
Le Cam's two-point lemma lower-bounds minimax risk by reducing estimation to testing two separated parameter values. Under squared loss, one form is
infθ​maxj=0,1​Ej​(θ−θj​)2≥8(θ1​−θ0​)2​(1−TV(P0​,P1​)).
(1)

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  1. Statistical decision theory
  2. Statistical inference
  3. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 210 / 4 / Solution

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