Article ID Journal Published Year Pages File Type
5129725 Statistics & Probability Letters 2017 4 Pages PDF
Abstract

Given p>0, we minimize the Fisher information of the probability measure μ with density g with given first moment ∫xg(x)dx=m and given absolute pth moment ∫|x|pg(x)dx=cp.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Minimizing Fisher information with absolute moment constraints
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