Relations between Renyi Distance and Fisher Information

被引：0

作者：

Abbasnejad, M. ^{[1
]}

Arghami, N. R. ^{[1
]}

机构：

[1] Ferdowsi Univ Mashhad, Sch Math Sci, Dept Stat, Mashhad, Iran

来源：

JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY | 2006年 / 5卷 / 1-2期

关键词：

Exponentialy twisted family; Fisher information; Renyi information;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we first show that Renyi distance between any member of a parametric family and its perturbations, is proportional to its Fisher information. We, then, prove some relations between the Renyi distance of two distributions and the Fisher information of their exponentially twisted family of densities. Finally, we show that the partial ordering of families induced by Renyi distance is the same as that induced by Fisher information.

引用

页码：25 / 37

页数：13

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