%0 Journal Article %1 ly2017tutorial %A Ly, Alexander %A Marsman, Maarten %A Verhagen, Josine %A Grasman, Raoul %A Wagenmakers, Eric-Jan %D 2017 %K geometry information optimization readings tutorials %T A Tutorial on Fisher Information %U http://arxiv.org/abs/1705.01064 %X 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.

@article{ly2017tutorial, 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.}, added-at = {2020-02-24T04:41:36.000+0100}, author = {Ly, Alexander and Marsman, Maarten and Verhagen, Josine and Grasman, Raoul and Wagenmakers, Eric-Jan}, biburl = {https://www.bibsonomy.org/bibtex/2faa7aa3f6d7419788eadd971e7d3283b/kirk86}, description = {[1705.01064] A Tutorial on Fisher Information}, interhash = {8eb276acbee24907e2ebd6931e3286ef}, intrahash = {faa7aa3f6d7419788eadd971e7d3283b}, keywords = {geometry information optimization readings tutorials}, note = {cite arxiv:1705.01064}, timestamp = {2020-02-24T04:41:36.000+0100}, title = {A Tutorial on Fisher Information}, url = {http://arxiv.org/abs/1705.01064}, year = 2017 }