An inequality for rational functions with applications to some statistical estimation problems
- 1 January 1991
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 37 (1) , 107-113
- https://doi.org/10.1109/18.61108
Abstract
The well-known Baum-Eagon inequality (1967) provides an effective iterative scheme for finding a local maximum for homogeneous polynomials with positive coefficients over a domain of probability values. However, in many applications the goal is to maximize a general rational function. In view of this, the Baum-Eagon inequality is extended to rational functions. Some of the applications of this inequality to statistical estimation problems are briefly describedKeywords
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