A Tutorial on Fisher information

Publication date: Available online 16 August 2017 Source:Journal of Mathematical Psychology Author(s): Alexander Ly, Maarten Marsman, Josine Verhagen, Raoul P.P.P. Grasman, Eric-Jan Wagenmakers In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different statistical paradigms. First, in the frequentist paradigm, Fisher information is used to construct hypothesis tests and confidence intervals using maximum likelihood estimators; second, in the Bayesian paradigm, Fisher information is used to define a default prior; finally, in the minimum description length paradigm, Fisher information is used to measure model complexity.

Source: Journal of Mathematical Psychology - August 17, 2017 Category: Psychiatry & Psychology Source Type: research