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

(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

Jad

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