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

DOI10.1088/1751-8113/45/25/255303zbMATH Open1243.62015arXiv1206.0567OpenAlexW3126073095MaRDI QIDQ2901544FDOQ2901544

Authors: J-F Bercher 

Publication date: 20 July 2012

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

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.

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

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Mathematics Subject Classification ID

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

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