On Two Forms of Fisher's Measure of Information

Author:

Papaioannou Takis,Ferentinos Kosmas

Publisher

Informa UK Limited

Subject

Statistics and Probability

Reference27 articles.

1. Brown, L. (1982). A proof of the central limit theorem motivated by Cramer-Rao inequality. In: Kallianpur, G., Krishnaiah, P. R., Ghosh, J. K., eds. Statistics and Probability: Essays in Honor of C. R. Rao . Amsterdam: North-Holland Publishing Co.. 141–148.

2. Carlen, E. E. (1991). Superadditivity of Fisher's information and logarithmic Sobolev inequalities. J. Functional Anal. 101:194–211.

3. Cassela, G., Berger, R. (2002). Statistical Inference . Belmont, California: Duxbury Press.

4. DeCani, J. S., Stine, R. A. (1986). A note on deriving the information matrix for a logistic distribution. Amer. Statistician 40:220–222.[CSA]

5. Efron, B. F., Hinkley, D. V. (1978). Assessing the accuracy of the maximum likelihood estimator: observed versus expected Fisher information. Biometrika 65:457–487.

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