Fisher information
Información de Fisher
- Date
- 1925 · confidence medium
- Place
- Harpenden, England, United Kingdom
- Credited to
- Ronald Fisher
- Field
- Knowledge & symbols
What was discovered
A statistical measure of the amount of information an observable random variable carries about an unknown parameter of the distribution that generates it; formalized by Ronald Fisher for maximum-likelihood estimation theory.
What it led to
- the basis for computing the variance of maximum-likelihood estimators
- use in constructing non-informative prior distributions (Jeffreys' rule)
- a central role in asymptotic Bayesian statistics
- application in optimal experimental design