A Generalization of the Rao–Cramér Inequality
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 371-375
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A new inequality for variances is obtained, from which the Rao–Cramér inequality follows under the mild regularity assumptions. the extension of these inequalities to the “noncommutative” statistics arizing in quantum mechanics is given.
@article{TVP_1973_18_2_a14,
author = {A. S. Holevo},
title = {A {Generalization} of the {Rao{\textendash}Cram\'er} {Inequality}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {371--375},
year = {1973},
volume = {18},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a14/}
}
A. S. Holevo. A Generalization of the Rao–Cramér Inequality. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 371-375. http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a14/