https://www.selleckchem.com/pr....oducts/BafilomycinA1
The van Trees inequality relates the ensemble mean squared error of an estimator to a Bayesian version of the Fisher information. The Ziv-Zakai inequality relates the ensemble mean squared error of an estimator to the minimum probability of error for the task of detecting a change in the parameter. In this work we complete this circle by deriving an inequality that relates this minimum probability of error to the Bayesian version of the Fisher information. We discuss this result for both scalar and vector parameters. In the proces