How to calculate Fisher Information?

*To*: mathgroup at yoda.physics.unc.edu*Subject*: How to calculate Fisher Information?*From*: brani at mace.cc.purdue.edu (Branislav Vidakovic)*Date*: Sun, 1 Nov 92 10:40:20 -0500

Hi Mathematica Users, I am trying to write a package for evaluating the following integral (Fisher Information integral) FishInt[f_Function,a_,b_,something else if necessary_]:= .... NIntegrate[(f')^2/f,{x,a,b}] .... f has to be a density and has to be smooth (f' exists). The interval (a,b), possibly (-Infinity, Infinity) is the support of f. Any help or a template package will be appreciated. Brani Vidakovic, ISDS Duke University. brani at durer.isds.duke.edu