Fisher I(θ) = E[(∂log p/∂θ)²]. Cramér-Rao: var(θ̂) ≥ 1/(n I(θ)) for unbiased estimators. Foundation of MLE + statistical-physics. Cross-listed L1 precision-measurement.
Fisher I(θ) = E[(∂log p/∂θ)²]. Cramér-Rao: var(θ̂) ≥ 1/(n I(θ)) for unbiased estimators. Foundation of MLE + statistical-physics. Cross-listed L1 precision-measurement.