𝔖 Bobbio Scriptorium
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The relation between information and variance analyses

✍ Scribed by W. R. Garner; William J. McGill

Book ID
112725156
Publisher
Springer
Year
1956
Tongue
English
Weight
591 KB
Volume
21
Category
Article
ISSN
0033-3123

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Relation between the covariance and Fish
Relation between the covariance and Fisher information matrices
✍ Abram Kagan; Zinoviy Landsman πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 91 KB

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