JIPAM

On Fisher Information Inequalities and Score Functions in Non-invertible Linear Systems  
 
  Authors: Christophe Vignat, J.-F. Bercher,  
  Keywords: Fisher information, Non-invertible linear systems.  
  Date Received: 04/06/03  
  Date Accepted: 09/09/03  
  Subject Codes:

62B10,93C05,94A17.

  
  Editors: Frank Hansen,  
 
  Abstract:

In this note, we review score functions properties and discuss inequalities on the Fisher Information Matrix of a random vector subjected to linear non-invertible transformations. We give alternate derivations of results previously published in [6] and provide new interpretations of the cases of equality.

[6] R. ZAMIR, A proof of the Fisher information matrix inequality via a data processing argument, IEEE Trans. on Information Theory, IT, 44(3) (1998), 1246-1250.

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