Cramer-Rao-type Bound and Stam's Inequality for Discrete Random Variables

Tomohiro Nishiyama

No h3cu8, OSF Preprints from Center for Open Science

Abstract: The variance and the entropy power of a continuous random variable are bounded from below by the reciprocal of its Fisher information through the Cram\'{e}r-Rao bound and the Stam's inequality respectively. In this note, we introduce the Fisher information for discrete random variables and derive the discrete Cram\'{e}r-Rao-type bound and the discrete Stam's inequality.

Date: 2019-05-17
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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:h3cu8

DOI: 10.31219/osf.io/h3cu8

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