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MathGroup Archive 1992

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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





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