| dbo:abstract
|
- In statistics and information theory, the expected formation matrix of a likelihood function is the matrix inverse of the Fisher information matrix of , while the observed formation matrix of is the inverse of the observed information matrix of . Currently, no notation for dealing with formation matrices is widely used, but in books and articles by Ole E. Barndorff-Nielsen and Peter McCullagh, the symbol is used to denote the element of the i-th line and j-th column of the observed formation matrix. The geometric interpretation of the Fisher information matrix (metric) leads to a notation of following the notation of the (contravariant) metric tensor in differential geometry. The Fisher information metric is denoted by so that using Einstein notation we have . These matrices appear naturally in the asymptotic expansion of the distribution of many statistics related to the likelihood ratio. (en)
|
| dbo:wikiPageID
| |
| dbo:wikiPageLength
|
- 1911 (xsd:nonNegativeInteger)
|
| dbo:wikiPageRevisionID
| |
| dbo:wikiPageWikiLink
| |
| dbp:wikiPageUsesTemplate
| |
| dct:subject
| |
| rdfs:comment
|
- In statistics and information theory, the expected formation matrix of a likelihood function is the matrix inverse of the Fisher information matrix of , while the observed formation matrix of is the inverse of the observed information matrix of . These matrices appear naturally in the asymptotic expansion of the distribution of many statistics related to the likelihood ratio. (en)
|
| rdfs:label
| |
| owl:sameAs
| |
| prov:wasDerivedFrom
| |
| foaf:isPrimaryTopicOf
| |
| is dbo:wikiPageWikiLink
of | |
| is foaf:primaryTopic
of | |
