Parameter-based Fisher's information of orthogonal polynomials

DOI10.1016/J.CAM.2007.02.016zbMATH Open1131.94306arXivmath/0606133OpenAlexW2005842959WikidataQ58363259 ScholiaQ58363259MaRDI QIDQ2479375FDOQ2479375

Authors: B. Olmos, Jesús S. Dehesa, R. J. Yáñez 

Publication date: 26 March 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: The Fisher information of the classical orthogonal polynomials with respect to a parameter is introduced, its interest justified and its explicit expression for the Jacobi, Laguerre, Gegenbauer and Grosjean polynomials found.

Full work available at URL: https://arxiv.org/abs/math/0606133

Recommendations

• Fisher information of orthogonal polynomials. I.
• Relative Fisher information of discrete classical orthogonal polynomials
• Information entropy of orthogonal polynomials
• Information-theoretic-based spreading measures of orthogonal polynomials
• Information-theoretic measures of discrete orthogonal polynomials
• Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
• Fisher information under Gaussian quadrature models
• Cramer--Rao information plane of orthogonal hypergeometric polynomials
• Inequalities for characteristic functions involving Fisher information

zbMATH Keywords

Jacobi polynomialsLaguerre polynomialsFisher informationGegenbauer polynomialsclassical orthogonal polynomialsGrosjean polynomials

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Information theory (general) (94A15) Measures of information, entropy (94A17) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Cites Work

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Cited In (6)

• Cramer--Rao information plane of orthogonal hypergeometric polynomials
• Fisher information of special functions and second-order differential equations
• Relative Fisher information of discrete classical orthogonal polynomials
• Fisher information of orthogonal polynomials. I.
• Information-theoretic-based spreading measures of orthogonal polynomials
• Fisher information of orthogonal hypergeometric polynomials

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