It is shown that among all cumulative distribution functions passing through $k \geqq 2$ given points there is a unique one with minimal Fisher information; it is obtained by a curious type of spline interpolation. This answers some questions raisd by D. G. Kendall and J. W. Tukey.
@article{1176342822,
author = {Huber, Peter J.},
title = {Fisher Information and Spline Interpolation},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 1029-1033},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342822}
}
Huber, Peter J. Fisher Information and Spline Interpolation. Ann. Statist., Tome 2 (1974) no. 1, pp. 1029-1033. http://gdmltest.u-ga.fr/item/1176342822/