Statistical meaning of Carlen's superadditivity of the Fisher information

Abram Kagan; Zinoviy Landsman

doi:10.1016/s0167-7152(96)00070-3

Statistical meaning of Carlen's superadditivity of the Fisher information

Abram Kagan
, Zinoviy Landsman

Department of Statistics

Research output: Contribution to journal › Article › peer-review

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 θ contained in an observation X = (Y,Z) with a density f(y - θ,z) is never less than the Fisher information in the first component Y with the equality iff Y is independent of Z.

Original language	English
Pages (from-to)	175-179
Number of pages	5
Journal	Statistics and Probability Letters
Volume	32
Issue number	2
DOIs	https://doi.org/10.1016/s0167-7152(96)00070-3
State	Published - 1 Mar 1997

Keywords

Fisher information
Superadditivity

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/s0167-7152(96)00070-3

Cite this

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N2 - 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 θ contained in an observation X = (Y,Z) with a density f(y - θ,z) is never less than the Fisher information in the first component Y with the equality iff Y is independent of Z.

AB - 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 θ contained in an observation X = (Y,Z) with a density f(y - θ,z) is never less than the Fisher information in the first component Y with the equality iff Y is independent of Z.

KW - Fisher information

KW - Superadditivity

UR - https://www.scopus.com/pages/publications/0031091907

U2 - 10.1016/s0167-7152(96)00070-3

DO - 10.1016/s0167-7152(96)00070-3

M3 - Article

AN - SCOPUS:0031091907

SN - 0167-7152

VL - 32

SP - 175

EP - 179

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 2

ER -

Statistical meaning of Carlen's superadditivity of the Fisher information

Abstract

Keywords

ASJC Scopus subject areas

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