Fisher's Information: Cauchy Distribution

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  • Опубликовано: 27 окт 2024

Комментарии • 13

  • @pan19682
    @pan19682 2 года назад

    This was so difficult derivation of integrals but you make it so simple many thanks

    • @statisticsmatt
      @statisticsmatt  2 года назад

      Many thanks for watching. Don't forget to subscribe and let others know about this channel.

  • @Songvbm
    @Songvbm 7 месяцев назад

    I was looking for an example where fisher's information becomes exactly 0 but couldn't find anywhere. Could you provide any example where fisher's information is 0?

    • @statisticsmatt
      @statisticsmatt  7 месяцев назад

      Many thanks for watching. Don't forget to subscribe and let others know about this channel. The following web page may be useful to your question. math.stackexchange.com/questions/2479473/can-fisher-information-be-zero

  • @Songvbm
    @Songvbm 3 года назад

    Interesting and great content.

  • @Songvbm
    @Songvbm 3 года назад

    How do we find F.I.C for Noncentral Chi Sq or Noncentral t or f distributions?

    • @statisticsmatt
      @statisticsmatt  3 года назад

      That's a good question. I'm not sure if I've seen Fisher Information calculated for a non central distribution. Let me investigate.

  • @huynguyenquang3178
    @huynguyenquang3178 3 года назад

    Thank u sir, very useful video. Sir, could you please recommend some statistics books you have read? Thank you so much.

    • @statisticsmatt
      @statisticsmatt  3 года назад

      Thanks for saying that, much appreciated. There are lots of statistics books and many different levels. In general, what level of book are you interested in?

    • @huynguyenquang3178
      @huynguyenquang3178 3 года назад

      @@statisticsmatt Dear sir, I think I need some advanced statistics books. I am looking for those books that discussed about Fisher information, efficient estimators, MVUE, MP tests,... and all the fantastic things you have taught on this channel. Thank u, sir.

    • @statisticsmatt
      @statisticsmatt  3 года назад +1

      Casella and Berger has a nice book. fsalamri.files.wordpress.com/2015/02/casella_berger_statistical_inference1.pdf

    • @huynguyenquang3178
      @huynguyenquang3178 3 года назад

      @@statisticsmatt Thank u very much, sir. Have a nice day.