Some Inequalities Satisfied by the Quantities of Information of Fisher and Shannon

A certain analogy is found to exist between a special case of Fisher's quantity of information I and the inverse of the “entropy power” of Shannon (1949, p. 60). This can be inferred from two facts: (1) Both quantities satisfy inequalities that bear a certain resemblance to each other. (2) There is an inequality connecting the two quantities. This last result constitutes a sharpening of the uncertainty relation of quantum mechanics for canonically conjugated variables. Two of these relations are used to give a direct proof of an inequality of Shannon (1949, p. 63, Theorem 15). Proofs are not elaborated fully. Details will be given in a doctoral thesis that is in preparation.