{"_id":"raJJvSvyjnZuSFpRm","bibbaseid":"prasad-menicucci-fisherinformationwithrespecttocumulants-2004","author_short":["Prasad, S.","Menicucci, N."],"bibdata":{"bibtype":"article","type":"article","abstract":"Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a physically compelling interpretation of representing the highest precision with which the first cumulant of the random variable, i.e., its mean, can be estimated from its statistical realizations. We construct a complete hierarchy of information measures that determine the best precision with which all of the cumulants of a random variable - and thus its complete probability distribution - can be estimated from its statistical realizations. Several properties of these information measures and their generating functions are discussed.","art_number":"638-642","author":[{"propositions":[],"lastnames":["Prasad"],"firstnames":["S."],"suffixes":[]},{"propositions":[],"lastnames":["Menicucci"],"firstnames":["N.C."],"suffixes":[]}],"date-added":"2019-03-18 14:39:26 +1100","date-modified":"2019-03-19 16:35:04 +1100","doi":"10.1109/TIT.2004.825034","journal":"IEEE Transactions on Information Theory","number":"4","title":"Fisher information with respect to cumulants","url_link":"https://www.scopus.com/inward/record.uri?eid=2-s2.0-1942454268&doi=10.1109%2fTIT.2004.825034&partnerID=40&md5=c63aa77abedc12bcdca35049231d1f35","volume":"50","year":"2004","bdsk-url-1":"https://www.scopus.com/inward/record.uri?eid=2-s2.0-1942454268&doi=10.1109%2fTIT.2004.825034&partnerID=40&md5=c63aa77abedc12bcdca35049231d1f35","bdsk-url-2":"https://doi.org/10.1109/TIT.2004.825034","bibtex":"@article{Prasad2004638,\n\tabstract = {Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a physically compelling interpretation of representing the highest precision with which the first cumulant of the random variable, i.e., its mean, can be estimated from its statistical realizations. We construct a complete hierarchy of information measures that determine the best precision with which all of the cumulants of a random variable - and thus its complete probability distribution - can be estimated from its statistical realizations. Several properties of these information measures and their generating functions are discussed.},\n\tart_number = {638-642},\n\tauthor = {Prasad, S. and Menicucci, N.C.},\n\tdate-added = {2019-03-18 14:39:26 +1100},\n\tdate-modified = {2019-03-19 16:35:04 +1100},\n\tdoi = {10.1109/TIT.2004.825034},\n\tjournal = {IEEE Transactions on Information Theory},\n\tnumber = {4},\n\ttitle = {Fisher information with respect to cumulants},\n\turl_link = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-1942454268&doi=10.1109%2fTIT.2004.825034&partnerID=40&md5=c63aa77abedc12bcdca35049231d1f35},\n\tvolume = {50},\n\tyear = {2004},\n\tBdsk-Url-1 = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-1942454268&doi=10.1109%2fTIT.2004.825034&partnerID=40&md5=c63aa77abedc12bcdca35049231d1f35},\n\tBdsk-Url-2 = {https://doi.org/10.1109/TIT.2004.825034}}\n\n","author_short":["Prasad, S.","Menicucci, N."],"key":"Prasad2004638","id":"Prasad2004638","bibbaseid":"prasad-menicucci-fisherinformationwithrespecttocumulants-2004","role":"author","urls":{" link":"https://www.scopus.com/inward/record.uri?eid=2-s2.0-1942454268&doi=10.1109%2fTIT.2004.825034&partnerID=40&md5=c63aa77abedc12bcdca35049231d1f35"},"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"https://www.qurmit.org/publication-info/peerReviewed.bib","dataSources":["y7Jj3oND4GdZ7xFZx"],"keywords":[],"search_terms":["fisher","information","respect","cumulants","prasad","menicucci"],"title":"Fisher information with respect to cumulants","year":2004}