Extensions of Fisher Information and Stam's Inequality

Abstract

We explain how the classical notions of Fisher information of a random variable and Fisher information matrix of a random vector can be extended to a much broader setting. We also show that Stam's inequality for Fisher information and Shannon entropy, as well as the more generalized versions proved earlier by the authors, are all special cases of more… (More)
DOI: 10.1109/TIT.2011.2177563

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