On a family of distributions attaining the Bhattacharyya bound

A family of distributions for which an unbiased estimator of a functiong(θ) of a real parameter θ can attain the second order Bhattacharyya lower bound is derived. Indeed, we obtain a necessary and sufficient condition for the attainment of the second order Bhattacharyya bound for a family of mixtures of distributions which belong to the exponential family. Furthermore, we give an example which does not satisfy this condition, but where the Bhattacharyya bound is attainable for a non-exponential family of distributions.