Fisher Information and Spline Interpolation

Peter J. Huber

doi:10.1214/aos/1176342822

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Home > Journals > Ann. Statist. > Volume 2 > Issue 5 > Article

September, 1974 Fisher Information and Spline Interpolation

Peter J. Huber

Ann. Statist. 2(5): 1029-1033 (September, 1974). DOI: 10.1214/aos/1176342822

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Abstract

It is shown that among all cumulative distribution functions passing through $k \geqq 2$ given points there is a unique one with minimal Fisher information; it is obtained by a curious type of spline interpolation. This answers some questions raisd by D. G. Kendall and J. W. Tukey.

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Peter J. Huber. "Fisher Information and Spline Interpolation." Ann. Statist. 2 (5) 1029 - 1033, September, 1974. https://doi.org/10.1214/aos/1176342822