Minimizing Fisher information with absolute moment constraints

Philip A. Ernst

Statistics & Probability Letters, 2017, vol. 129, issue C, 167-170

Abstract: Given p>0, we minimize the Fisher information of the probability measure μ with density g with given first moment ∫xg(x)dx=m and given absolute pth moment ∫|x|pg(x)dx=cp.

Keywords: Fisher information; Absolute moments; Asymmetric moments (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.05.015

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