Cram\'{e}r-Rao-type Bound and Stam's Inequality for Discrete Random Variables
Statistics Theory
2019-05-21 v2 Information Theory
math.IT
Probability
Statistics Theory
Abstract
The variance and the entropy power of a continuous random variable are bounded from below by the reciprocal of its Fisher information through the Cram\'{e}r-Rao bound and the Stam's inequality respectively. In this note, we introduce the Fisher information for discrete random variables and derive the discrete Cram\'{e}r-Rao-type bound and the discrete Stam's inequality.
Keywords
Cite
@article{arxiv.1904.12704,
title = {Cram\'{e}r-Rao-type Bound and Stam's Inequality for Discrete Random Variables},
author = {Tomohiro Nishiyama},
journal= {arXiv preprint arXiv:1904.12704},
year = {2019}
}
Comments
6pages