Authors

• M. Abbasnejad
• N. R. Arghami

Abstract

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.

Keywords

• Exponentialy twisted family
• Fisher information
• Renyi information