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Register a new userCram{e}r-Rao-type Bound and Stams Inequality for Discrete Random Variables
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Added by
Tomohiro Nishiyama
Publication date
2019
fields
Informatics Engineering
and research's language is
English
Authors
Tomohiro Nishiyama
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The variance and the entropy power of a continuous random variable are bounded from below by the reciprocal of its Fisher information through the Cram{e}r-Rao bound and the Stams inequality respectively. In this note, we introduce the Fisher information for discrete random variables and derive the discrete Cram{e}r-Rao-type bound and the discrete Stams inequality.
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