On generalized Cramér-Rao inequalities, generalized Fisher information and characterizations of generalized q-Gaussian distributions

DOI10.1088/1751-8113/45/25/255303MaRDI QIDQ2901544zbMATH OpenOpenAlexFDO

Authors J-F Bercher

Publication date 20 July 2012

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.0567

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Abstract: This paper deals with Cram'er-Rao inequalities in the context of nonextensive statistics and in estimation theory. It gives characterizations of generalized q-Gaussian distributions, and introduces generalized versions of Fisher information. The contributions of this paper are (i) the derivation of new extended Cram'er-Rao inequalities for the estimation of a parameter, involving general q-moments of the estimation error, (ii) the derivation of Cram'er-Rao inequalities saturated by generalized q-Gaussian distributions, (iii) the definition of generalized Fisher informations, (iv) the identification and interpretation of some prior results, and finally, (v) the suggestion of new estimation methods.

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