Analysis of data-based methods for approximating fisher information in the scalar case
Shenghan Guo · 2015
The Fisher information matrix (FIM) has long been of interest in applied mathematics and statistics for its various uses. Its scalar case, the Fisher information number (FIN), is also widely used. However, in many cases it is challenging to obtain the true value for the Fisher information so we need to use approximations. In this paper, we compare the accuracy of two major approximation methods for FIN and provide numerical results as illustrations to our analysis.