Resource title

On the Fisher Information of Discretized Data

Resource image

image for OpenScout resource :: On the Fisher Information of Discretized Data

Resource description

In this paper we study the loss of Fisher information in approximating a continous distribution by a multinominal distribution coming from a partition of the sample space into a finite number of intervals. We describe and characterize the Fisher information as a function of the partition chosen especially for location parameters. For a small number of intervals the consequences of the choice is demonstrated by instructive examples. For increasing number of individuals we give the asymptotically optimal partition. (author's abstract) ; Series: Forschungsberichte / Institut für Statistik

Resource author

Klaus Pötzelberger, Klaus Felsenstein

Resource publisher

Resource publish date

Resource language


Resource content type


Resource resource URL

Resource license

Adapt according to the license agreement. Always reference the original source and author.