In this paper, Bayesian lower bounds (BLBs) are obtained via a general form of the Pythagorean theorem where the inner product derives from the joint or the a-posteriori probability density function (pdf). When joint pdf is considered, the BLBs obtained encompass the Weiss-Weinstein family (WWF). When a-posteriori pdf is considered, by resorting to an embedding between two ad hoc subspaces, it is shown that any ”standard” BLBs of the WWF admits a ”tighter” form which upper bounds the ”standard” form. Interestingly enough, this latter result may explain why the ”standard” BLBs of the WWF are not always as tight as expected, as exemplified in the case of the Bayesian Cram´er-Rao Bound. As a consequence an updated definition of efficiency is proposed, as well as the introduction of an updated class of efficient estimators.
Funding agencies: DGA/MRIS [2015.60.0090.00.470.75.01]