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On fisher's information contained in the sample mean

โœ Scribed by A. V. Nagaev


Publisher
Springer US
Year
1998
Tongue
English
Weight
261 KB
Volume
92
Category
Article
ISSN
1573-8795

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Statistical meaning of Carlen's superadd
โœ Abram Kagan; Zinoviy Landsman ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 166 KB

In Carlen (1991) a property of the Fisher information called "superadditivity", was proved via analytic means. We show that the superaddifivity is a corollary of the following simple statistical principle which is of an independent interest. The Fisher information about a parameter 0 contained in an