All Questions
Tagged with fisher-information estimators
5
questions with no upvoted or accepted answers
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1
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Why can we get better asymptotic global estimators even for IID random variables?
Let $X_1,...,X_N$ be IID random variables sampled from a parametrised distribution $p_\theta$, and suppose my goal is to retrieve $\theta$ from these samples.
We know that the MLE provides an ...
- 383
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157
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Is this the only way to determine if a parameter can be estimated efficiently?
I am tasked with determining if a particular parameter can be estimated efficiently.
Given that an efficient estimator is an unbiased estimator which achieves the Cramer-Rao lower-bound, is the only ...
- 1,276
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Fisher information $J_y(\theta)$ for transformation $y=F(x)$
Consider a multivariate random variable $x$ with density function $P_x(\theta)$ for a scalar parameter $\theta$. Assume the Fisher information $J_x(\theta)$ is known.
Now, for a transformation (...
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Fisher matrix for a discrete distribution
Let $\mathbf{X} = \{X_1, \ldots, X_n\}$ be a sample of i.i.d. variables following a discrete distribution with parameters $\mathbf{p}^T = (p_1, p_2, p_3)$. How can I find the Fisher information matrix ...
- 405
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Proof Sample Variance is Minimum Variance Unbiased Estimator for Unknown Mean
I am trying to prove that the unbiased sample variance is a minimum variance estimator. In this problem I have a Normal distribution with unknown mean (and the variance is the parameter to estimate so ...
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