Find the Fisher information matrix.

295 Views Asked by At

I'm trying to solve a problem: enter image description here

But the parameter does not include variance itself, but standard deviation... Not sure how to approach the problem in this case...

1

There are 1 best solutions below

0
On

One way is to use the chain rule; for example, if $l(\mu,\sigma^2)$ is your log-likelihood, then the first derivative with respect to $\sigma$ is: $$\frac{\partial l}{\partial \sigma} = \frac{\partial l}{\partial \sigma^2}\frac{\partial \sigma^2}{\partial \sigma} = 2\sigma \frac{\partial l}{\partial \sigma^2}$$