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Fisher information

(category : Exercices Théoriques)

Hi,

 

I have a question about the exercise 1 of serie 12. I don't really understand why the variance is the inverse of the fisher information?

 

Thanks,

 

Jad

Posted by Jad Abou-Moussa on Wednesday 15 January 2014 at 20:41
Comments
This is a standard result for maximum likelihood estimators under regularity conditions. You'll see a proof of this if you take the Statistical Theory course next year.
Posted by Mikael Kuusela on Thursday 16 January 2014 at 18:08
thanks!

Jad
Posted by Jad Abou-Moussa on Thursday 16 January 2014 at 21:31