The Fisher Information on a parameter is easily derived using mathStatica's FisherInformation function. To illustrate, let with pdf :
Then, Fisher’s Information on is the matrix:
![[Graphics:Images/index_gr_1.gif]](Images/index_gr_1.gif){kind=small}
with pdf ![[Graphics:Images/index_gr_2.gif]](Images/index_gr_2.gif){kind=small}
:
with pdf :
![[Graphics:Images/index_gr_3.gif]](Images/index_gr_3.gif)
![[Graphics:Images/index_gr_4.gif]](Images/index_gr_4.gif){kind=small}
is the ![[Graphics:Images/index_gr_5.gif]](Images/index_gr_5.gif){kind=small}
matrix:
![[Graphics:Images/index_gr_6.gif]](Images/index_gr_6.gif)
![[Graphics:Images/index_gr_7.gif]](Images/index_gr_7.gif){kind=small}