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Get covariance from log-density function

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#statistics #derivatives #covariance #log-likelihood #fisher-information
49
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Digamma function and fisher information

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#special-functions #fisher-information
325
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Show the likelihood equation for Logistic$(\theta,1)$ distribution has a unique root. Find the asymptotic distribution of MLE $\hat\theta$.

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#integration #statistics #maximum-likelihood #fisher-information
73
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Relationship between parameters and elements of the eigenvectors of the Fisher Information Matrix

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#eigenvalues-eigenvectors #fisher-information
4.4k
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Find the Fisher Information of $X\sim{\rm Poisson}(\mu)$

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#probability-theory #statistics #probability-distributions #poisson-distribution #fisher-information
1.5k
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Fisher Information for Beta Distribution

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#statistics #log-likelihood #fisher-information
94
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Wald confidence interval for the log-normal distribution

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#probability-theory #statistics #solution-verification #confidence-interval #fisher-information
126
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When a multi-parameter estimation problem can be considered as a single-parameter estimation problem?

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#statistics #statistical-inference #estimation #parameter-estimation #fisher-information
28
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Integral over positive definite matrix, $\int_{A > 0} (I + A)^{-2} |A|^{(n-p-1)/2} |I + A|^{-(n+\nu)/2} dA$.

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#matrices #matrix-calculus #positive-definite #fisher-information
198
Views

MLE and confidence interval of $\tau$ where $P(X < \tau) = 0.98$

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#normal-distribution #maximum-likelihood #percentile #fisher-information
251
Views

What is the intuition behind the Fisher-Rao metric?

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#probability-theory #differential-geometry #intuition #fisher-information #information-geometry
122
Views

Empirical Fisher Information but with unknown true parameters and distribution?

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#probability #statistics #probability-distributions #machine-learning #fisher-information
503
Views

Fisher Information for multinomial distribution

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#expected-value #maximum-likelihood #fisher-information #multinomial-distribution
30
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Why $\mu: \mathbb{R}^K \rightarrow \mathbb{R}^N$ rather than $\mu \in \mathbb{R}^N$?

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#functions #vectors #normal-distribution #means #fisher-information
22
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Why the different Exponential PDFs get the same formula of Fisher information?

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#exponential-distribution #fisher-information

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