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
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;
Conference_Titel :
Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
Conference_Location :
Whistler, BC
Print_ISBN :
0-7803-2453-6
DOI :
10.1109/ISIT.1995.531172
