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Crame/spl acute/r-Rao and moment-entropy inequalities for Renyi entropy and generalized Fisher information

机译:Renyi熵和广义Fisher信息的Crame / spl急性/ r-Rao和矩熵不等式

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摘要

The moment-entropy inequality shows that a continuous random variable with given second moment and maximal Shannon entropy must be Gaussian. Stam's inequality shows that a continuous random variable with given Fisher information and minimal Shannon entropy must also be Gaussian. The Crame/spl acute/r-Rao inequality is a direct consequence of these two inequalities. In this paper, the inequalities above are extended to Renyi entropy, p/sup th/ moment, and generalized Fisher information. Generalized Gaussian random densities are introduced and shown to be the extremal densities for the new inequalities. An extension of the Crame/spl acute/r-Rao inequality is derived as a consequence of these moment and Fisher information inequalities.
机译:矩熵不等式表明,具有给定第二矩和最大香农熵的连续随机变量必须是高斯型。 Stam不等式表明,具有给定Fisher信息和最小Shannon熵的连续随机变量也必须是高斯分布。 Crame / spl急性/ r-Rao不等式是这两个不等式的直接结果。在本文中,上述不等式扩展到仁义熵,p / sup /矩和广义Fisher信息。引入了广义高斯随机密度,并证明它们是新不等式的极值密度。由于这些矩和费舍尔信息不等式,导致了Crame / spl急性/ r-Rao不等式的扩展。

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