| Fisher信息阵在矩阵不等式证明中的应用 |
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| 引用本文： | 黄翔,石贤汇. Fisher信息阵在矩阵不等式证明中的应用[J]. 安庆师范学院学报(自然科学版), 2010, 16(1): 5-6. DOI: 10.3969/j.issn.1007-4260.2010.01.003 |
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| 作者姓名： | 黄翔 石贤汇 |
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| 作者单位： | 合肥工业大学,数学学院,安徽,合肥,230009;池州学院,数学与计算科学系,安徽,池州,247000;合肥工业大学,数学学院,安徽,合肥,230009 |
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| 摘 要： | 利用多元正态分布以及Fisher信息阵的单调性和可加性,证明了几个常见的矩阵不等式和多参数Cramer-Rao不等式,而证明的过程没有使用矩阵理论。
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| 关 键 词： | 矩阵不等式 Fisher信息阵 线性模型 多元正态分布 |
Applications of Fisher Information Matrix in the Proof of Matrix Inequalities |
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| HUANG Xiang,SHI Xian-hui. Applications of Fisher Information Matrix in the Proof of Matrix Inequalities[J]. Journal of Anqing Teachers College(Natural Science Edition), 2010, 16(1): 5-6. DOI: 10.3969/j.issn.1007-4260.2010.01.003 |
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| Authors: | HUANG Xiang SHI Xian-hui |
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| Abstract: | We use multivariate normal distributions and basic properties of Fisher information matrix such as monotonicity,additivity to prove several common matrix inequalities and multi-parameter Cramer-Rao inequality.No matrix theory is used in the process of proof. |
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| Keywords: | matrix inequality Fisher information matrix linear model multivariate normal distribution |
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