MathGroup Archive 1992

[Date Index] [Thread Index] [Author Index]

Search the Archive

How to calculate Fisher Information?


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





  • Prev by Date: Re: Listable vs. Thread
  • Next by Date: Re: Treating units as positive constants?
  • Previous by thread: Re: Listable vs. Thread
  • Next by thread: A Boolean 0/1 function in Mma?