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Binomial-proportion Fisher scoring
...
Area of mathematics
Probability and statistics
Statistical modelling
Score function
Fisher information matrix
Fisher scoring
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For
Y
=
n
−
1
Bin
(
n
,
p
)
, the score and information are
S
(
p
)
=
p
(
1
−
p
)
n
(
Y
−
p
)
,
I
(
p
)
=
p
(
1
−
p
)
n
.
(203)
Consequently one Fisher-scoring step sends every interior starting value directly to the MLE
p
=
Y
.
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(8)
Fisher scoring
Fisher information matrix
Score function
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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