Relation between the covariance and Fisher information matrices

✍ Scribed by Abram Kagan; Zinoviy Landsman

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 91 KB
• Volume: 42
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(98)00178-3

✦ Synopsis

It is proved that for any two positive deÿnite Hermitian m × m matrices I and V subject to I ¿V -1 there exists an m-variate random vector X with V as its covariance matrix and I its matrix of Fisher information.