تقرير
A Tutorial on Fisher Information
| العنوان: | A Tutorial on Fisher Information |
|---|---|
| المؤلفون: | Ly, Alexander, Marsman, Maarten, Verhagen, Josine, Grasman, Raoul, Wagenmakers, Eric-Jan |
| سنة النشر: | 2017 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Statistics Theory, 62-01, 62B10 (Primary), 62F03, 62F12, 62F15, 62B10 (Secondary) |
| الوصف: | In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different statistical paradigms. First, in the frequentist paradigm, Fisher information is used to construct hypothesis tests and confidence intervals using maximum likelihood estimators; second, in the Bayesian paradigm, Fisher information is used to define a default prior; lastly, in the minimum description length paradigm, Fisher information is used to measure model complexity. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1705.01064 |
| رقم الأكسشن: | edsarx.1705.01064 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |