The Fisher Information: Two Formulations

Описание к видео The Fisher Information: Two Formulations

We discuss the Fisher Information of a random variable that has a distribution which depends on a parameter \theta. This quantity appears in both the Cramer-Rao Lower bound (   • The Cramer-Rao Inequality  ) and in the asymptotic analysis of maximum likelihood estimation. We provide two equivalent formulations of this information and prove that they are equivalent.

#mikethemathematician, #mikedabkowski, #profdabkowski

Комментарии

Информация по комментариям в разработке

Похожие видео