Category:Definitions/Information Matrices

This category contains definitions related to Information Matrices.
Related results can be found in Category:Information Matrices.

Let $\theta_1, \theta_2, \ldots, \theta_p$ be parameters

Let $S$ be a sample of $n$ observations from a probability distribution with frequency function $\map f {x, \theta_i}$.

The information matrix is a square matrix of order $p$ such that the $\tuple {i, j}$th element is given by:

$n \map E {\paren {\dfrac {\partial \ln f} {\partial \theta_i} } \paren {\dfrac {\partial \ln f} {\partial \theta_j} } }$