A New Pair of Transformations and Applications to Generalized Informational Inequalities and Hausdorff Moment Problem

Abstract

We introduce a pair of transformations, which are mutually inverse, acting on rather general classes of probability densities in $\Rset$. These transformations have the property of interchanging the main informational measures such as $p-$moments, Shannon and Rényi entropies, and Fisher information. We thus apply them in order to establish extensions and generalizations of the Stam and moment-entropy inequalities in a mirrored domain of the entropic indexes. Moreover, with the aid of the two transformations we establish formal solutions to the Hausdorff entropic moment problem by connecting them with the solutions of the standard Hausdorff problem. In addition, we introduce a Fisher-like moment problem and relate it to the standard Hausdorff moment problem.

Keywords: moment-entropy inequality, generalized Stam inequality, transformations, Hausdorff moment problem