منابع مشابه
Financial Probabilities from Fisher Information
We present a novel synthesis of Fisher information and asset pricing theory that yields a practical method for reconstructing the probability density implicit in security prices. The Fisher information approach to these inverse problems transforms the search for a probability density into the solution of a differential equation for which a substantial collection of numerical methods exist. We i...
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In this paper, we first show that Renyi distance between any member of a parametric family and its perturbations, is proportional to its Fisher information. We, then, prove some relations between the Renyi distance of two distributions and the Fisher information of their exponentially twisted family of densities. Finally, we show that the partial ordering of families induced by Renyi dis...
متن کاملRemarks on Fisher Information
Some situations are discussed where subquantum oscillations in momentum arise in connection with Fisher information and the quantum potential.
متن کاملFisher Information Properties
A set of Fisher information properties are presented in order to draw a parallel with similar properties of Shannon differential entropy. Already known properties are presented together with new ones, which include: (i) a generalization of mutual information for Fisher information; (ii) a new proof that Fisher information increases under conditioning; (iii) showing that Fisher information decre...
متن کاملGeneralized information-entropy measures and Fisher information
We show how Fisher’s information already known particular character as the fundamental information geometric object which plays the role of a metric tensor for a statistical differential manifold, can be derived in a relatively easy manner through the direct application of a generalized logarithm and exponential formalism to generalized information-entropy measures. We shall first shortly descr...
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ژورنال
عنوان ژورنال: The European Physical Journal Plus
سال: 2016
ISSN: 2190-5444
DOI: 10.1140/epjp/i2016-16130-7