**Stephen P. King** (*stephenk1@home.com*)

*Wed, 05 May 1999 10:12:52 -0400*

**Messages sorted by:**[ date ] [ thread ] [ subject ] [ author ]**Next message:**Lester Zick: "[time 277] Planck's Constant II"**Previous message:**Lester Zick: "[time 275] Planck's Quantum"**Next in thread:**Hitoshi Kitada: "[time 278] Re: [time 276] [Fwd: Fisher information]"

**attached mail follows:**

In short, when you estimate a parameter, you estimate it's value usually by taking

the estimate of the parameter to be the maximum likelihood value. So we get an

estimated parameter value, and we know it's uncertain. Imagine it as a normal

distribution, the center of which is our estimate, and the variance of which is the

uncertainty we have in the location of our estimate. The Fischer Information

essentially describes how sharp that normal distribution is around our estimate.

More Fischer Information roughly implies a more informative estimate (i.e. tighter

spread around the MLE).

Hope it helps,

CDB

**Next message:**Lester Zick: "[time 277] Planck's Constant II"**Previous message:**Lester Zick: "[time 275] Planck's Quantum"**Next in thread:**Hitoshi Kitada: "[time 278] Re: [time 276] [Fwd: Fisher information]"

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