An extension of the information inequality and related characterizations

V. Papathanasiou

Statistics & Probability Letters, 1993, vol. 18, issue 1, 27-32

Abstract: Lower bounds are obtained for the dispersion matrix of a function g(X)=(g1(S),...,gn(X)) in terms of the expectation of higher-order derivatives of gj (differences when X is discrete). In particular, new characterization of the normal and the Poisson distribution is obtained, by using an extension of the information inequality.

Keywords: Variance; lower; bound; information; inequality; characterization (search for similar items in EconPapers)
Date: 1993
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