# Questions tagged [fisher-information]

The Fisher information measures the curvature of the log-likelihood and can be used to assess the efficiency of estimators.

290 questions
Filter by
Sorted by
Tagged with
16 views

### Demonstration and Interpretation between a Fisher matrix and its dual space which is covariance matrix

I have a simple (maybe not) issue about the interpretation of the link between Fisher information matrix and its inverse which is the covariance matrix. How to formulate that a line of Covariance ...
• 101
9 views

### Find fisher information matrix for optimization estimator

I have that $$f(x)=\frac{1}{\sqrt{2 \pi}}e^{-\frac{1}{2}x^2}$$ I have the conditional distribution: $f_{\beta}(y|x)=\frac{1}{\sqrt{2 \pi}}e^{-\frac{1}{2}(y-\beta_0-\beta_1x-\beta_2x^2)^2}$ and we have ...
• 253
35 views

### Fisher matrix for a discrete distribution

Let $\mathbf{X} = \{X_1, \ldots, X_n\}$ be a sample of i.i.d. variables following a discrete distribution with parameters $\mathbf{p}^T = (p_1, p_2, p_3)$. How can I find the Fisher information matrix ...
• 405
135 views

27 views

### Connection between the Fisher information matrix and the Gaussian-weighted structure tensor

In image processing, if we call $I(x):\mathbb{Z}^2\mapsto \mathbb{R}$ to the function that gives the brightness value at a discrete image location $x=(u,v)^\top\in\mathbb{Z}^2$, then the structure ...
• 1,068
70 views

• 9,120