A proof of the Fisher information inequality via a data processing argument

DOI10.1109/18.669301MaRDI QIDQ4400347zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Ram Zamir

Publication date 29 November 1998

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/12709d60f297aaa352e4f50afbc980787f0cafbd

zbMATH Keywords

Cramer-Rao bounddata-processing inequalityentropy-power inequalityFisher informationlinear modelingnon-Gaussian noiseprefiltering

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

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