Fisher Information Matrix












0












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I am currently taking a module in predictive analytics and I have come across the Fisher Information Matrix.



Can somebody explain why this is so important, its use and why we need to calculate it.



Thanks in advance






statistics statistical-inference fisher-information







share|cite|improve this question









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    0












    $begingroup$


    I am currently taking a module in predictive analytics and I have come across the Fisher Information Matrix.



    Can somebody explain why this is so important, its use and why we need to calculate it.



    Thanks in advance






    statistics statistical-inference fisher-information







    share|cite|improve this question









    $endgroup$















      0












      0








      0





      $begingroup$


      I am currently taking a module in predictive analytics and I have come across the Fisher Information Matrix.



      Can somebody explain why this is so important, its use and why we need to calculate it.



      Thanks in advance






      statistics statistical-inference fisher-information







      share|cite|improve this question









      $endgroup$




      I am currently taking a module in predictive analytics and I have come across the Fisher Information Matrix.



      Can somebody explain why this is so important, its use and why we need to calculate it.



      Thanks in advance






      statistics statistical-inference fisher-information




      statistics statistical-inference fisher-information






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Mar 23 '18 at 14:10









      user12321user12321

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          The Fisher Information matrix is extremely important. It tells how much information one (input) parameter carries about another (output) value. So if you had a complete model of human physiology, you could use the Fisher information to tell how knowledge about 1) eating habits, 2) exercise habits, 3) sleep time, and 4) lipstick color affected a person's body mass. You'd find that the entries corresponding to the first three variables would be large but that the last would be zero.






          share|cite|improve this answer









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            0












            $begingroup$

            Another perspective, the Fisher information matrix is very important because from its inverse we can estimate the variance and covariance of the parameter estimators of a likelihood function.
            $Varleft(hat{beta_j}right)=I^{-1}left(hat{beta}_jright)$






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              $begingroup$

              The Fisher Information matrix is extremely important. It tells how much information one (input) parameter carries about another (output) value. So if you had a complete model of human physiology, you could use the Fisher information to tell how knowledge about 1) eating habits, 2) exercise habits, 3) sleep time, and 4) lipstick color affected a person's body mass. You'd find that the entries corresponding to the first three variables would be large but that the last would be zero.






              share|cite|improve this answer









              $endgroup$


















                1












                $begingroup$

                The Fisher Information matrix is extremely important. It tells how much information one (input) parameter carries about another (output) value. So if you had a complete model of human physiology, you could use the Fisher information to tell how knowledge about 1) eating habits, 2) exercise habits, 3) sleep time, and 4) lipstick color affected a person's body mass. You'd find that the entries corresponding to the first three variables would be large but that the last would be zero.






                share|cite|improve this answer









                $endgroup$
















                  1












                  1








                  1





                  $begingroup$

                  The Fisher Information matrix is extremely important. It tells how much information one (input) parameter carries about another (output) value. So if you had a complete model of human physiology, you could use the Fisher information to tell how knowledge about 1) eating habits, 2) exercise habits, 3) sleep time, and 4) lipstick color affected a person's body mass. You'd find that the entries corresponding to the first three variables would be large but that the last would be zero.






                  share|cite|improve this answer









                  $endgroup$



                  The Fisher Information matrix is extremely important. It tells how much information one (input) parameter carries about another (output) value. So if you had a complete model of human physiology, you could use the Fisher information to tell how knowledge about 1) eating habits, 2) exercise habits, 3) sleep time, and 4) lipstick color affected a person's body mass. You'd find that the entries corresponding to the first three variables would be large but that the last would be zero.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Mar 23 '18 at 15:12









                  David G. StorkDavid G. Stork

                  11.6k41533




                  11.6k41533























                      0












                      $begingroup$

                      Another perspective, the Fisher information matrix is very important because from its inverse we can estimate the variance and covariance of the parameter estimators of a likelihood function.
                      $Varleft(hat{beta_j}right)=I^{-1}left(hat{beta}_jright)$






                      share|cite|improve this answer









                      $endgroup$


















                        0












                        $begingroup$

                        Another perspective, the Fisher information matrix is very important because from its inverse we can estimate the variance and covariance of the parameter estimators of a likelihood function.
                        $Varleft(hat{beta_j}right)=I^{-1}left(hat{beta}_jright)$






                        share|cite|improve this answer









                        $endgroup$
















                          0












                          0








                          0





                          $begingroup$

                          Another perspective, the Fisher information matrix is very important because from its inverse we can estimate the variance and covariance of the parameter estimators of a likelihood function.
                          $Varleft(hat{beta_j}right)=I^{-1}left(hat{beta}_jright)$






                          share|cite|improve this answer









                          $endgroup$



                          Another perspective, the Fisher information matrix is very important because from its inverse we can estimate the variance and covariance of the parameter estimators of a likelihood function.
                          $Varleft(hat{beta_j}right)=I^{-1}left(hat{beta}_jright)$







                          share|cite|improve this answer












                          share|cite|improve this answer



                          share|cite|improve this answer










                          answered Jan 29 at 16:54









                          EL ComandanteEL Comandante

                          124




                          124






























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