On weighted Fisher information matrix properties
Information Theory
2016-02-01 v2 math.IT
Probability
Abstract
In this paper, we review Fisher information matrices properties in weighted version and discuss inequalities/bounds on it by using reduced weight functions. In particular, an extended form of the Fisher information inequality previously established in [6] is given. Further, along with generalized De-Bruijn's identity, we provide new interpretation of the concavity for the entropy power.
Keywords
Cite
@article{arxiv.1601.07488,
title = {On weighted Fisher information matrix properties},
author = {Mark Kelbert and Yuri Suhov and Salimeh Yasaei Sekeh},
journal= {arXiv preprint arXiv:1601.07488},
year = {2016}
}
Comments
The paper is wihdrawn as it needs improvement