Some inequalities related to the Stam inequality
Zamir showed in 1998 that the Stam classical inequality for the Fisher information (about a location parameter) for independent random variables , is a simple corollary of basic properties of the Fisher information (monotonicity, additivity and a reparametrization formula). The idea of his proof works for a special case of a general (not necessarily location) parameter. Stam type inequalities are obtained for the Fisher information in a multivariate observation depending on a univariate location...