A Note on Variance Bounds for an Inverse Binomial Estimator

BEST (1974) found the variance of the minimum variance unbiased estimator of the Bernoulli parameter with an inverse sample. Noting its intricacy MIKULSKI and SMITH (1976) found bounds on this variance. SATHE (1977) developed closer bounds on it. In this paper still closer upper bound on the variance is achieved using Jensen's inequality.