We define and study several properties of what we callMaximal Strichartz Family of Gaussian Distributions. This is a subfamily of the family of Gaussian Distributions that arises naturally in the context of theLinear Schrödinger Equationand Harmonic Analysis, as the set of maximizers of certain norms introduced by Strichartz. From a statistical perspective, this family carries with itself some extrastructure with respect to the general family of Gaussian Distributions. In this paper, we analyse this extrastructure in several ways. We first compute theFisher Information Matrixof the family, then introduce some measures ofstatistical dispersion, and, finally, introduce aPartial Stochastic Orderon the family. Moreover, we indicate how these tools can be used to distinguish between distributions which belong to the family and distributions which do not. We show also that all our results are in accordance with the dispersive PDE nature of the family.
On a (β,q)-generalized Fisher information and inequalities involvingq-Gaussian distributions
