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Normal location-scale score
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Mathematics
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Score function
Fisher information matrix
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Words: 15
For
N
(
μ
,
v
)
, the one-observation score is
((
x
−
μ
)
/
v
,
−
1/
(
2
v
)
+
(
x
−
μ
)
2
/
(
2
v
2
))
and the information matrix is
diag
(
v
−
1
,
(
2
v
2
)
−
1
)
.
Ancestors
(7)
Fisher information matrix
Score function
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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