Skip to main content

Inequalities for the Fisher’s Information Measures

  • Chapter
  • First Online:

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 95))

Abstract

The objective of this chapter is to provide a thorough discussion on inequalities related to the entropy measures in connection to the γ-order generalized normal distribution (γ–GND). This three-term (position, scale and shape) family of distributions plays the role of the usual multivariate normal distribution in information theory. Moreover, the γ–GND is the appropriate family of distributions to support a generalized version of the entropy type Fisher’s information measure. This generalized (entropy type) Fisher’s information is also discussed as well as the generalized entropy power, while the γ-GND heavily contributes to these generalizations. The appropriate bounds and inequalities of these measures are also provided.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

References

  1. Ane, C., Blachére, S., Chafai, D., Fugéres, P., Gentil, I., Malrieu, F., Roberto, C., Scheffer, G.: Sur les Inequalites de Sobolev Logarithmiques. Soc. Math. Fr.10, 135–151 (2000)

    Google Scholar 

  2. Benter, W.A.: Generalized Poincaré inequality for the Gaussian measures. Am. Math. Soc.105(2), 49–60 (1989)

    Google Scholar 

  3. Blachman, N.M.: The convolution inequality for entropy powers. IEEE Trans. Inf. TheoryIT-11, 267–271 (1965)

    Article  MathSciNet  Google Scholar 

  4. Carlen, E.A.: Superadditivity of Fisher’s information and logarithmic Sobolev inequalities. J. Funct. Anal.101, 194–211 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  5. Cotsiolis, A., Tavoularis, N.K.: On logarithmic Sobolev inequalities for higher order fractional derivatives. C.R. Acad. Sci. Paris, Ser. I.340, 205–208 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  6. Cover, T.M., Thomas, J.A.: Elements of Information Theory, 2nd edn. Wiley, Hoboken (2006)

    MATH  Google Scholar 

  7. Del Pino, M., Dolbeault, J., Gentil, I.: Nonlinear diffusions, hypercontractivity and the optimal L p–Euclidean logarithmic Sobolev inequality. J. Math. Anal. Appl.293(2), 375–388 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  8. Fang, K.T., Kotz, S., Ng, K.W.: Symmetric Multivariate and Related Distributions. Chapman and Hall, London (1990)

    Book  MATH  Google Scholar 

  9. Ford, I., Kitsos, C.P., Titterington, D.: Recent advantages in non-linear experimental design. Technometrics31, 49–60 (1989)

    Article  MATH  MathSciNet  Google Scholar 

  10. Fragiadakis, K., Meintanis, S.G.: Test of fit for asymentric Laplace distributions with applications. J. Stat. Adv. Theory Appl.1(1), 49–63 (2009)

    MATH  Google Scholar 

  11. Gómez, E., Gómez–Villegas, M.A., Marin, J.M.: A multivariate generalization of the power exponential family of distributions. Commun. Stat. Theory Methods 27(3), 589–600 (1998)

    Article  MATH  Google Scholar 

  12. Goodman, I.R., Kotz, S.: Multivariate θ–generalized normal distributions. J. Multi. Anal.3, 204–219 (1973)

    Article  MATH  MathSciNet  Google Scholar 

  13. Gradshteyn, I.S., Ryzhik, I.M.: Table of Integrals, Series, and Products. Elsevier, Amsterdam (2007)

    MATH  Google Scholar 

  14. Gross, L.: Logarithm Sobolev inequalities. Am. J. Math.97(761), 1061–1083 (1975)

    Article  Google Scholar 

  15. Kitsos, C.P., Tavoularis, N.K.: Logarithmic Sobolev inequalities for information measures. IEEE Trans. Inf. Theory55(6), 2554–2561 (2009)

    Article  MathSciNet  Google Scholar 

  16. Kitsos, C.P., Tavoularis, N.K.: [AQ2]New entropy type information measures.In: Luzar-Stiffer, V., Jarec, I., Bekic, Z. (eds.) Proceedings of the Information Technology Interfaces (ITI 2009), pp. 255–259. Dubrovnic , IEEE 2009 (ISBN 978-953-7138-15-8)

    Chapter  Google Scholar 

  17. Kitsos, C.P., Toulias, T.L.: [AQ3]New information measures for the generalized normal distribution. Information1, 13–27 (2010)

    Google Scholar 

  18. Kitsos, C.P., Toulias, T.L.: Entropy inequalities for the generalized Gaussia. Proceedings of the Information Technology Interfaces (ITI 2010), pp. 551–556. IEEE, Cavtat (2010)

    Google Scholar 

  19. Kitsos, C.P., Toulias, T.L.: On the family of the γ-ordered normal distributions. Far East J. Theor. Stat.35(2), 95–114 (2011)

    MATH  MathSciNet  Google Scholar 

  20. Kitsos, C.P., Toulias, T.L.: Bounds for the generalized entropy-type information measure. J. Commun. Comput.9(1), 56–64 (2012)

    MathSciNet  Google Scholar 

  21. Kitsos, C.P., Toulias, T.L., Trandafir, C.P.: On the multivariate γ-ordered normal distribution. Far East J. Theor. Stat.38(1), 49–73 (2012)

    MATH  MathSciNet  Google Scholar 

  22. Kotz, S.: Multivariate distribution at a cross-road. In: Patil, G.P., Kotz, S., Ord, J.F. (eds.) Statistical Distributions in Scientific Work, vol. 1, pp. 247–270. D. Reidel Publishing, Dordrecht (1975)

    Google Scholar 

  23. Mineo, A.M., Ruggieri, M.: A software tool for the exponential power distribution: The normalp package. J. Stat. Softw. 12(4), 1–24 (2005)

    Google Scholar 

  24. Nadarajah, S.: The Kotz type distribution with applications. Statistics37(4), 341–358 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  25. Nadarajah, S.: A generalized normal distribution. J. Appl. Stat.32(7), 685–694 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  26. Shannon, C.E.: A mathematical theory of communication. Bell Syst. Tech. J.27, 379–423, 623–656 (1948)

    Article  MATH  MathSciNet  Google Scholar 

  27. Silvey, S.D.: Optimal Design. Chapman and Hall, London (1980)

    Book  MATH  Google Scholar 

  28. Sobolev, S.: On a theorem of functional analysis. AMS Transl. Ser. 2.34, 39–68 (1963) (English translation)

    MATH  Google Scholar 

  29. Stam, A.J.: Some inequalities satisfied by the quantities of information of Fisher and Shannon. Inf. Control2, 255–269 (1959)

    Article  MathSciNet  Google Scholar 

  30. Vajda, I.: \(\cal X^2\)–divergence and generalized Fisher’s information. In: Kozesnik, J. (ed.) Transactions of the 6th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, pp. 873–886. Walter De Gruyter, Prague (1973)

    Google Scholar 

  31. Weissler, F.B.: Logarithmic Sobolev inequalities for the heat-diffusion semigroup. Trans. Am. Math. Soc.237, 255–269 (1963)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Christos P. Kitsos .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer Science+Business Media, LLC

About this chapter

Cite this chapter

Kitsos, C., Toulias, T. (2014). Inequalities for the Fisher’s Information Measures. In: Rassias, T. (eds) Handbook of Functional Equations. Springer Optimization and Its Applications, vol 95. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-1246-9_13

Download citation

Publish with us

Policies and ethics