نتایج جستجو برای: fisher information matrix

تعداد نتایج: 1496621  

This paper presents the statistical inference on the parameters of the Burr type III distribution, when the data are Type-II hybrid censored. The maximum likelihood estimators are developed for the unknown parameters using the EM algorithm method. We provided the observed Fisher information matrix using the missing information principle which is useful for constructing the asymptotic confidence...

2005
James C. SPALL

The Fisher information matrix summarizes the amount of information in the data relative to the quantities of interest. There are many applications of the information matrix in modeling, systems analysis, and estimation, including confidence region calculation, input design, prediction bounds, and “noninformative” priors for Bayesian analysis. This article reviews some basic principles associate...

2003
James C. Spall

The Fisher information matrix summarizes the amount of information in the data relative to the quantities of interest. There are many applications of the information matrix in modeling, systems analysis, and estimation, including confidence region calculation, input design, prediction bounds, and “noninformative” priors for Bayesian analysis. This paper reviews some basic principles associated ...

Journal: :CoRR 2012
Michael J. Gagen

When applied to the same game, probability theory and game theory can disagree on calculated values of the Fisher information, the log likelihood function, entropy gradients, the rank and Jacobian of variable transforms, and even the dimensionality and volume of the underlying probability parameter spaces. These differences arise as probability theory employs structure preserving isomorphic map...

2011
Amanda Peterson

In the 1998 paper entitled Large Cluster Results for Two Parametric Multinomial Extra Variation Models, Nagaraj K. Neerchal and Jorge G. Morel developed an approximation to the Fisher information matrix used in the Fisher Scoring algorithm for finding the maximum likelihood estimates of the parameters of the Dirichlet-multinomial distribution. They performed simulation studies comparing the res...

2008
Michele Vallisneri

The Fisher-matrix formalism is used routinely in the literature on gravitational-wave detection to characterize the parameter-estimation performance of gravitational-wave measurements, given parametrized models of the waveforms, and assuming detector noise of known colored Gaussian distribution. Unfortunately, the Fisher matrix can be a poor predictor of the amount of information obtained from ...

Journal: :Journal of Mathematical Psychology 2017

Journal: :Journal of Physics A: Mathematical and General 2000

Journal: :The European Physical Journal Plus 2016

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