Statistics Sufficiency and information Concept
Observed information
Summary
The observed information is minus the second derivative of the log-likelihood of the data actually observed. It is usually evaluated at the maximum likelihood estimate. It is a data-based counterpart of the Fisher information, whose expected value it equals under regularity conditions. It gives standard errors for maximum likelihood estimates.
Further reading
About this page
| Tag | KJ9ZQWYBY6 |
|---|---|
| URI | m2://KJ9ZQWYBY6 |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62F10, 62B10 |
| Same as |
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