Fisher Info: A Scientific Dissection of an Enigmatic Idea | by Sachin Date | Oct, 2024

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Are you able to guess the true fraction of yellow M&Ms within the universe?

In his guide A Transient Historical past of Time, Stephen Hawking describes his wrestle to elucidate relativistic physics with out utilizing a single equation.

His editor had warned him in actually these phrases: each equation you employ will cut back your readership by half.

Confronted with the vivid risk of near-zero gross sales, Hawking revealed A Transient Historical past of Time with precisely one equation: E = mc².

The guide offered 25 million copies — a surprising achievement from any angle.

Had Professor Hawking, even for essentially the most urgent of wants, included the formulation for Fisher Info in his guide, the gross sales figures may need been riveting for an altogether totally different purpose.

For right here lies, in its exquisitely inscrutable glory, the formulation for Fisher Info:

Examine, if you’ll, the notational nightmare proven above with E=mc².

For bonus bewilderment, the above formulation comes with the next chewy definition:

Given a random variable X with a likelihood distribution f(X | θ), the Fisher Info…