New sharp inequalities involving non-relative, relative and cross informational functionals with some remarkable minimizers of generalized Gaussian and Beta types

Abstract

Several new and sharp informational inequalities are derived as a byproduct of Stam-like and moment-entropy-like inequalities in the relative framework and a recently established inequality mixing the R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross entropy of suitable probability density functions. More precisely, we obtain a Stam-like inequality connecting the R\'enyi entropy power, the recently introduced scaling-invariant relative Fisher information and the R\'enyi cross entropy. Furthermore, we derive an inequality involving only Fisher-like informational measures and another inequality involving only moment-like functionals of non-relative, relative and cross types, respectively. All the inequalities are sharp. The minimizers of the Stam-like inequality are, in certain cases, pairs of Gaussian or stretched Gaussian probability densities; in contrast, each minimizer of the moment-like inequality is the probability density of the generalized Beta distribution.