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 distance
is the same as that induced by Fisher information.
Abbasnejad,M. and Arghami,N. R. (2022). Relations between Renyi Distance and Fisher Information. Journal of the Iranian Statistical Society, 5(1), 25-37.
MLA
Abbasnejad,M. , and Arghami,N. R. . "Relations between Renyi Distance and Fisher Information", Journal of the Iranian Statistical Society, 5, 1, 2022, 25-37.
HARVARD
Abbasnejad M., Arghami N. R. (2022). 'Relations between Renyi Distance and Fisher Information', Journal of the Iranian Statistical Society, 5(1), pp. 25-37.
CHICAGO
M. Abbasnejad and N. R. Arghami, "Relations between Renyi Distance and Fisher Information," Journal of the Iranian Statistical Society, 5 1 (2022): 25-37,
VANCOUVER
Abbasnejad M., Arghami N. R. Relations between Renyi Distance and Fisher Information. JIRSS, 2022; 5(1): 25-37.
Journal of the Iranian Statistical Society