{"title":"关于概率密度的对数导数","authors":"A. V. Rezbaev","doi":"10.32523/bulmathenu.2021/3.2","DOIUrl":null,"url":null,"abstract":"We construct two examples connected with the integrability of logarithmic derivatives of probability densities on the real line, in particular, with the Fisher information number. These examples show that the Fisher information of a probability density cannot be estimated in terms of L^1 -norms of its first and second derivatives and the maximum of the absolute value of the second derivative. In addition, the norm of the logarithmic derivative of the density in L^3 cannot be estimated in terms of the norms in L^1 of the derivatives of the density of any order.","PeriodicalId":225533,"journal":{"name":"BULLETIN of L.N. Gumilyov Eurasian National University. MATHEMATICS. COMPUTER SCIENCE. MECHANICS Series","volume":"30 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On logarithmic derivatives of probability densities\",\"authors\":\"A. V. Rezbaev\",\"doi\":\"10.32523/bulmathenu.2021/3.2\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We construct two examples connected with the integrability of logarithmic derivatives of probability densities on the real line, in particular, with the Fisher information number. These examples show that the Fisher information of a probability density cannot be estimated in terms of L^1 -norms of its first and second derivatives and the maximum of the absolute value of the second derivative. In addition, the norm of the logarithmic derivative of the density in L^3 cannot be estimated in terms of the norms in L^1 of the derivatives of the density of any order.\",\"PeriodicalId\":225533,\"journal\":{\"name\":\"BULLETIN of L.N. Gumilyov Eurasian National University. MATHEMATICS. COMPUTER SCIENCE. MECHANICS Series\",\"volume\":\"30 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"BULLETIN of L.N. Gumilyov Eurasian National University. MATHEMATICS. COMPUTER SCIENCE. MECHANICS Series\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.32523/bulmathenu.2021/3.2\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"BULLETIN of L.N. Gumilyov Eurasian National University. MATHEMATICS. COMPUTER SCIENCE. MECHANICS Series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.32523/bulmathenu.2021/3.2","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
On logarithmic derivatives of probability densities
We construct two examples connected with the integrability of logarithmic derivatives of probability densities on the real line, in particular, with the Fisher information number. These examples show that the Fisher information of a probability density cannot be estimated in terms of L^1 -norms of its first and second derivatives and the maximum of the absolute value of the second derivative. In addition, the norm of the logarithmic derivative of the density in L^3 cannot be estimated in terms of the norms in L^1 of the derivatives of the density of any order.