1. (for further discussion see section on Fisher information matrix ). 2. Is the observed information matrix at \ theta _ 0. 3. Considered purely as a matrix, it is known as the Fisher information matrix . 4. The inverse matrix of the variance-matrix is called the " information matrix ". 5. Fisher's information matrix for the four parameter case is singularities at the following values: 6. Aryal and Nadarajah calculated Fisher's information matrix for the four parameter case as follows: 7. These logarithmic variances and covariance are the elements of the Fisher information matrix for the beta distribution. 8. The Fisher information matrix for estimating the parameters of a multivariate normal distribution has a closed form expression. 9. The Fisher-information matrix is used to calculate the covariance matrices associated with maximum-likelihood estimates. 10. Therefore, the Fisher information matrix has 6 independent off-diagonal + 4 diagonal = 10 independent components.
