A Tutorial on Fisher Information
Statistics Theory
2017-10-18 v2 Statistics Theory
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.
Keywords
Cite
@article{arxiv.1705.01064,
title = {A Tutorial on Fisher Information},
author = {Alexander Ly and Maarten Marsman and Josine Verhagen and Raoul Grasman and Eric-Jan Wagenmakers},
journal= {arXiv preprint arXiv:1705.01064},
year = {2017}
}