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

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/1700/1/document.pdf

Resource license

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