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Results tagged with fisher-information
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user 336322
The Fisher information measures the curvature of the log-likelihood and can be used to assess the efficiency of estimators.
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What's the consequences when Fisher Information Matrix(FIM) is not invertible?
From the point of the unbiased estimator, there will still be a lower bound of covariance which will have nothing to do with FIM when it's singular, so I want to know are there some references about w …
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Maximum likelihood estimator when the Fisher information matrix is not invertible?
It is known that maximum likelihood estimator (MLE) is asymptotically efficient, i.e., $\sqrt{n\,}\,\left( \widehat{\theta \,}_{\mathrm{mle}}-\theta _0 \right) $ converges in distribution to a multiva …
- 187
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Why the variance of Maximum Likelihood Estimator(MLE) will be less than Cramer-Rao Lower Bou...
Consider this example. Suppose we have three events to happen with probability $p_1=p_2=\frac{1}{2}\sin ^2\theta ,p_3=\cos ^2\theta $ respectively. And we suppose the true value $\theta _0=\frac{\pi}{ …
- 187