Bayesian information in an experiment and the Fisher information distance

Stephen G. Walker

Statistics & Probability Letters, 2016, vol. 112, issue C, 5-9

Abstract: There are two forms of Fisher information; for the parameter of a model and for the information in a density model. These two forms are shown to be fundamentally connected through a measure of gain in information from a Bayesian experiment.

Keywords: Shannon entropy; Information; Bayesian design (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2016.01.014

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