Cramér-Rao-type Bound and Stam's Inequality for Discrete Random Variables
arXiv:1904.12704
Abstract
The variance and the entropy power of a continuous random variable are bounded from below by the reciprocal of its Fisher information through the Cramér-Rao bound and the Stam's inequality respectively. In this note, we introduce the Fisher information for discrete random variables and derive the discrete Cramér-Rao-type bound and the discrete Stam's inequality.
6pages