Related papers: Extended inequalities for weighted Renyi entropy i…
In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…
This paper deals with Cram\'er-Rao inequalities in the context of nonextensive statistics and in estimation theory. It gives characterizations of generalized q-Gaussian distributions, and introduces generalized versions of Fisher…
The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. In this paper, we establish a number of simple inequalities for the weighted entropies…
We produce a series of results extending information-theoretical inequalities (discussed by Dembo--Cover--Thomas in 1989-1991) to a weighted version of entropy. The resulting inequalities involve the Gaussian weighted entropy; they imply a…
This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. We analyse analogs of…
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…
We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalities, involving this Fisher information,…
We consider the Student-t and Student-r distributions, which maximise Renyi entropy under a covariance condition. We show that they have information-theoretic properties which mirror those of the Gaussian distributions, which maximise…
The notion of weighted Renyi's entropy for truncated random variables has recently been proposed in the information-theoretic literature. In this paper, we introduce a generalized measure of it for double truncated distribution, namely…
Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…
In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the…
By using the Renyi entropy, and following the same scheme that in the Fisher-Renyi entropy product case, a generalized statistical complexity is defined. Several properties of it, including inequalities and lower and upper bounds are…
The Renyi entropies constitute a family of information measures that generalizes the well-known Shannon entropy, inheriting many of its properties. They appear in the form of unconditional and conditional entropies, relative entropies or…
New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…
The weighted forms of generalized survival and failure entropies of order ($\alpha,\beta$) are proposed and some properties are obtained. We further propose the dynamic versions of weighted generalized survival and failures entropies and…
We tighten the Entropy Power Inequality (EPI) when one of the random summands is Gaussian. Our strengthening is closely connected to the concept of strong data processing for Gaussian channels and generalizes the (vector extension of)…
The de Bruijn identity states that Fisher information is equal to a half of the time-derivative of Shannon differential entropy along heat flow. In the same spirit, a generalized version of Fisher information, which we term the…
The Renyi entropy coprises a group of data estimates that sums up the well-known Shannon entropy, acquiring a considerable lot of its properties. It appears as unqualified and restrictive entropy, relative entropy, or common data, and has…
In the present work, we show how the generalized Cram\'er-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on $\mathbb{R}^{n}$, and to a wider…
We introduce a pair of transformations, which are mutually inverse, acting on rather general classes of probability densities in R. These transformations have the property of interchanging the main informational measures such as p-moments,…