Fisher information

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At a glance

Class

Notion

Domain

Science and technology

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What Wikipedia says

In mathematical statistics, the Fisher information is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.

Excerpt from the Wikipedia article “Fisher information”, under the CC BY-SA 4.0 license. Read the article on Wikipedia

Image: Unknown author, Public domain, via Wikimedia Commons.