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The Fisher information on θ of the r-size weighted pdf fr(x;θ) and its parent pdf f(x;θ) are compared leading to some characterization properties for f(x;θ). Additionally, some bounds for the Fisher information in terms of r are also presented.
Persistent link: https://www.econbiz.de/10011039871
Computer simulations are often used to replace physical experiments for exploring the complex relationships between input and output variables. We study the optimal design problem for the prediction of a stationary Ornstein–Uhlenbeck sheet on a monotonic set with respect to the integrated mean...
Persistent link: https://www.econbiz.de/10011040055
An important property of Fisher information is that it decreases weakly under transformation of random variables. Kagan and Rao (2003) [A. Kagan, C.R. Rao, Some properties and applications of the efficient Fisher score, J. Statist. Plann. Inference 116 (2003) 343–352] showed that, in the...
Persistent link: https://www.econbiz.de/10011042031
It is proved that the only additive and isotropic information measure that can depend on the probability distribution and also on its first derivative is a linear combination of the Boltzmann–Gibbs–Shannon and Fisher information measures. Power-law equilibrium distributions are found as a...
Persistent link: https://www.econbiz.de/10011057662
By recourse to (i) the Hellmann–Feynman theorem and (ii) the virial one, the information-optimizing principle based on Fisher’s information measure uncovers a Legendre-transform structure associated with Schrödinger’s equation, in close analogy with the structure that lies behind the...
Persistent link: https://www.econbiz.de/10011058003
Fisher information, Rényi entropy power and Fisher–Rényi information product are presented for the Dicke model. There is a quantum phase transition in this quantum optical model. It is pointed out that there is an abrupt change in the Fisher information, Rényi entropy power, the Fisher,...
Persistent link: https://www.econbiz.de/10011059726
We investigate the classical limit of the dynamics of a semiclassical system that represents the interaction between matter and a given field. The concept of Fisher Information measure (F) on using as a quantifier of the process, we find that it adequately describes the transition, detecting the...
Persistent link: https://www.econbiz.de/10011059916
We study nonextensive statistical scenarios à la Tsallis with reference to Fisher’s information and Rènyi’s entropy. A new way of evaluating Tsallis’ generalized expectation values is examined within such a context, and is shown to lead to a much better Cramer–Rao bound than the...
Persistent link: https://www.econbiz.de/10011060258
Given a closed system described via an amplitude function ψ(x), what is its level of order? We consider here a quantity R defined by the property that it decreases (or stays constant) after the system is coarse grained. It was recently found that (i) this quantity exhibits a series of...
Persistent link: https://www.econbiz.de/10011060366
Seeking the unknown dynamics obeyed by a particle gives rise to the de Broglie wave representation, without the need for physical assumptions specific to quantum mechanics. The only required physical assumption is conservation of momentum μ. The particle, of mass m, moves through free space...
Persistent link: https://www.econbiz.de/10011060584