Statistical meaning of Carlen's superadditivity of the Fisher information

Abram Kagan and Zinoviy Landsman

Statistics & Probability Letters, 1997, vol. 32, issue 2, 175-179

Abstract: In Carlen (1991) a property of the Fisher information called "superadditivity", was proved via analytic means. We show that the superadditivity is a corollary of the following simple statistical principle which is of an independent interest. The Fisher information about a parameter [theta] contained in an observation X = (Y,Z) with a density f(y - [theta],z) is never less than the Fisher information in the first component Y with the equality iff Y is independent of Z.

Keywords: Fisher; information; Superadditivity (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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