Title: A Tutorial on Fisher Information
Authors: Alexander Ly, Maarten Marsman, Josine Verhagen, Raoul Grasman, Eric-Jan Wagenmakers
Published: 2nd May 2017 (Tuesday) @ 16:45:13
Link: http://arxiv.org/abs/1705.01064v2
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.