# [time 278] Re: [time 276] [Fwd: Fisher information]

Thu, 6 May 1999 09:02:34 +0900

Dear Friends,

Is there anyone who has Frieden's book?

Best wishes,
Hitoshi

----- Original Message -----
From: Stephen P. King <stephenk1@home.com>
Sent: Wednesday, May 05, 1999 11:12 PM
Subject: [time 276] [Fwd: Fisher information]

----- Original Message -----
From: Christopher Brown <cbrown@chem1.chem.dal.ca>
To: <stephenk1@home.com>
Sent: Wednesday, May 05, 1999 11:53 PM
Subject: Re: Fisher information

> > I have assembled a link page on Fisher information and have a
> >definition: "The Fisher Information about a parameter is defined to
> >be \theta the expectation of the second derivative of the
> >loglikelihood."
> >http://members.home.net/stephenk1/Outlaw/fisherinfo.html
> > But I am still needing an intuitive grasp of that it means. :)
>
>
> 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
>
>

This archive was generated by hypermail 2.0b3 on Sun Oct 17 1999 - 22:10:30 JST