• DocumentCode
    2254104
  • Title

    Asymptotics of Fisher information under weak perturbation

  • Author

    Prelov, Vyacheslav V. ; Der Meulen, Edward C van

  • Author_Institution
    Inst. of Problems of Inf. Transmission, Acad. of Sci., Moscow, Russia
  • fYear
    1995
  • fDate
    17-22 Sep 1995
  • Firstpage
    70
  • Abstract
    An asymptotic expression is derived for the Fisher information of the sum of two independent random variables X and Zε when Zε is small, under some regularity conditions on the density of X and conditions on the moments of Zε. Using this result for the case Zε=εZ, some asymptotic generalization of De Bruijn´s identity is obtained
  • Keywords
    information theory; perturbation techniques; probability; De Bruijn´s identity; Fisher information; asymptotic expression; independent random variables; probability density function; regularity conditions; weak perturbation; Additive noise; Entropy; Gaussian distribution; Information theory; Integral equations; Mathematics; Probability density function; Random variables; Statistics;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
  • Conference_Location
    Whistler, BC
  • Print_ISBN
    0-7803-2453-6
  • Type

    conf

  • DOI
    10.1109/ISIT.1995.531172
  • Filename
    531172
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2254104