An Alternative Proof For the Minimum Fisher Information of Gaussian Distribution
Fisher information is of key importance in estimation theory. It is used as a tool for characterizing complex signals or systems, with applications, e.g. in biology, geophysics and signal processing. The problem of minimizing Fisher information in a set of distributions has been studied by many rese...
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doaj-9e335b7f155547dca7f6b648c41145252020-11-25T02:01:09ZengSciendoJournal of Applied Mathematics, Statistics and Informatics1339-00152018-12-0114251010.2478/jamsi-2018-0008jamsi-2018-0008An Alternative Proof For the Minimum Fisher Information of Gaussian DistributionPak Abbas0Department of Computer Sciences, Faculty of Mathematical Sciences, Shahrekord University, P. O. Box 115,Shahrekord, IranFisher information is of key importance in estimation theory. It is used as a tool for characterizing complex signals or systems, with applications, e.g. in biology, geophysics and signal processing. The problem of minimizing Fisher information in a set of distributions has been studied by many researchers. In this paper, based on some rather simple statistical reasoning, we provide an alternative proof for the fact that Gaussian distribution with finite variance minimizes the Fisher information over all distributions with the same variance.http://www.degruyter.com/view/j/jamsi.2018.14.issue-2/jamsi-2018-0008/jamsi-2018-0008.xml?format=INT62H1262H1062F12Fisher informationGaussian distributionMinimum risk equivariant estimator |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Pak Abbas |
spellingShingle |
Pak Abbas An Alternative Proof For the Minimum Fisher Information of Gaussian Distribution Journal of Applied Mathematics, Statistics and Informatics 62H12 62H10 62F12 Fisher information Gaussian distribution Minimum risk equivariant estimator |
author_facet |
Pak Abbas |
author_sort |
Pak Abbas |
title |
An Alternative Proof For the Minimum Fisher Information of Gaussian Distribution |
title_short |
An Alternative Proof For the Minimum Fisher Information of Gaussian Distribution |
title_full |
An Alternative Proof For the Minimum Fisher Information of Gaussian Distribution |
title_fullStr |
An Alternative Proof For the Minimum Fisher Information of Gaussian Distribution |
title_full_unstemmed |
An Alternative Proof For the Minimum Fisher Information of Gaussian Distribution |
title_sort |
alternative proof for the minimum fisher information of gaussian distribution |
publisher |
Sciendo |
series |
Journal of Applied Mathematics, Statistics and Informatics |
issn |
1339-0015 |
publishDate |
2018-12-01 |
description |
Fisher information is of key importance in estimation theory. It is used as a tool for characterizing complex signals or systems, with applications, e.g. in biology, geophysics and signal processing. The problem of minimizing Fisher information in a set of distributions has been studied by many researchers. In this paper, based on some rather simple statistical reasoning, we provide an alternative proof for the fact that Gaussian distribution with finite variance minimizes the Fisher information over all distributions with the same variance. |
topic |
62H12 62H10 62F12 Fisher information Gaussian distribution Minimum risk equivariant estimator |
url |
http://www.degruyter.com/view/j/jamsi.2018.14.issue-2/jamsi-2018-0008/jamsi-2018-0008.xml?format=INT |
work_keys_str_mv |
AT pakabbas analternativeprooffortheminimumfisherinformationofgaussiandistribution AT pakabbas alternativeprooffortheminimumfisherinformationofgaussiandistribution |
_version_ |
1724958491495366656 |