摘要
Fisher信息阵是得到渐进协差阵的一种方法.在很多事例中得到的样本协差阵,其计算是很繁杂的.这里基于Fisher信息阵所用的二阶导,得到了简便的计算方法.
Fisher information matrix is a way to obtain covariance matrix. In many examples, if covariance matrix is arrived at, the calculation is complex. Based on the second derivative which is used by Fisher information matrix,the simplified calculation method is obtained.
出处
《重庆工商大学学报（自然科学版）》
2007年第3期228-229,263,共3页
Journal of Chongqing Technology and Business University:Natural Science Edition
关键词
Fisher信息
协差阵
截断正态分布
Fisher information
covariance matrix
truncated normal distribution
