Minimizing Fisher information with absolute moment constraints

作者：Ernst Philip A^*

来源：Statistics & Probability Letters, 2017, 129: 167-170.

DOI：10.1016/j.spl.2017.05.015

• Fisher information
• Absolute moments
• Asymmetric moments

Given p > 0, we minimize the Fisher information of the probability measure mu with density g with given first moment integral xg(x)dx = m and given absolute pth moment integral vertical bar x vertical bar(p)g(x) dx = c(p).

• 出版日期2017-10