Fisher Information

• Fisher Information
• Observed information - Wikipedia
• Information matrix - StatLect
  • Fisher information explained in 5 minutes on the StatLect official YouTube channel - very useful succinct explanation
• A Tutorial on Fisher Information
• Fisher information and the Cramer-Rao bound (Lecture 15) from STATS 200: Introduction to Statistical Inference by Zhou Fan, Stanford University, Autumn 2016
• Fisher Information Matrix

The information matrix is the covariance matrix of the score

A Tutorial on Fisher Information:

1. In the frequentist paradigm, Fisher information is used to construct hypothesis tests and confidence intervals using maximum likelihood estimators
2. In the Bayesian paradigm, Fisher information is used to define a default prior
3. In the minimum description length paradigm, Fisher information is used to measure model complexity