Reference
Alexander Ly, Maarten Marsman, Josine Verhagen, Raoul Grasman, Eric-Jan Wagenmakers “A Tutorial on Fisher Information” (2017) // arXiv.
Abstract
In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different statistical paradigms. First, in the frequentist paradigm, Fisher information is used to construct hypothesis tests and confidence intervals using maximum likelihood estimators; second, in the Bayesian paradigm, Fisher information is used to define a default prior; lastly, in the minimum description length paradigm, Fisher information is used to measure model complexity.
Bib
@Misc{ly2017,
title = {A Tutorial on Fisher Information},
url = {http://arxiv.org/abs/1705.01064},
abstract = {In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different statistical paradigms. First, in the frequentist paradigm, Fisher information is used to construct hypothesis tests and confidence intervals using maximum likelihood estimators; second, in the Bayesian paradigm, Fisher information is used to define a default prior; lastly, in the minimum description length paradigm, Fisher information is used to measure model complexity.},
urldate = {2023-11-05},
publisher = {arXiv},
author = {Ly, Alexander and Marsman, Maarten and Verhagen, Josine and Grasman, Raoul and Wagenmakers, Eric-Jan},
month = {oct},
year = {2017},
note = {arXiv:1705.01064 [math, stat]},
arxiv = {1705.01064},
keywords = {Mathematics - Statistics Theory, 62-01, 62B10 (Primary), 62F03, 62F12, 62F15, 62B10 (Secondary)}
}