Reference
The Fisher Information
TaeTrix
2023. 8. 2. 09:39
https://gregorygundersen.com/blog/2019/11/21/fisher-information/#reformulation-for-iid-settings
The Fisher Information
The goal of this post is to enumerate and derive several key properties of the Fisher information, which quantifies how much information a random variable carries about its unknown generative parameters. Let X=(X1,…,XN)X = (X_1, \dots, X_N)X=(X1,…,X
gregorygundersen.com