Analysis of data-based methods for approximating fisher information in the scalar case
Analysis of data-based methods for approximating fisher information in the scalar case
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DOI：
10.1109/ciss.2015.7086862
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发表时间：
2015-03
期刊：
影响因子：
--
通讯作者：
Shenghan Guo
中科院分区：
文献类型：
--
作者：
Shenghan Guo
The Fisher information matrix (FIM) has long been of interest in applied mathematics and statistics for its various uses. Its scalar case, the Fisher information number (FIN), is also widely used. However, in many cases it is challenging to obtain the true value for the Fisher information so we need to use approximations. In this paper, we compare the accuracy of two major approximation methods for FIN and provide numerical results as illustrations to our analysis.
