Jethro's Braindump

Fisher information

The Fisher information in a univariate model is given by:

I(θ)=EY|θ[2θ2logp(y|θ)]

for data Y. In a multivariate model, the Fisher information matrix, has ij entry:

Iij(θ)=EY|θ[2θiθjlogp(y|θ)]

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