Fisher Information With Respect to Cumulants
| dc.creator | Prasad, S. | |
| dc.creator | Menicucci, N. C. | |
| dc.date | 2002-12-08 | |
| dc.date | 2003-11-04 | |
| dc.date.accessioned | 2026-07-07T12:54:35Z | |
| dc.date.available | 2026-07-07T12:54:35Z | |
| dc.description | Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a physically compelling interpretation of representing the highest precision with which the first cumulant of the random variable, i.e., its mean, can be estimated from its statistical realizations. We construct a complete hierarchy of information measures that determine the best precision with which all of the cumulants of a random variable -- and thus its complete probability distribution -- can be estimated from its statistical realizations. Several properties of these information measures and their generating functions are discussed. | |
| dc.description | REVTeX v4, 8 pages; content revised, condensed; previous version: REVTeX v4, 15 pages | |
| dc.identifier | https://arxiv.org/abs/physics/0212035 | |
| dc.identifier | http://arxiv.org/abs/physics/0212035 | |
| dc.identifier | IEEE Trans. Inf. Theory 50, 638-642 (2004) | |
| dc.identifier | doi:10.1109/TIT.2004.825034 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/223983 | |
| dc.subject | Data Analysis, Statistics and Probability | |
| dc.title | Fisher Information With Respect to Cumulants | |
| dc.type | text |