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6. Example of Fisher Information Matrix Computation Marcar esta pagina Fisher Information of a Modified Gaussian Random Vector 4 puntos posibles (no calificables) Let X
6. Example of Fisher Information Matrix Computation Marcar esta pagina Fisher Information of a Modified Gaussian Random Vector 4 puntos posibles (no calificables) Let X be a Gaussian random vector with independent components X() ~ N (a + Bt;, 1) fori = 1, ..., d, where t; are known constants and a and B are unknown parameters. Compute the Fisher information matrix I (0) using the formula I (0) = -E [He (0)]. Use S_1 for Li_ ti and S_2 for Et?. I (0 ) 1,1 = I (0 ) 1,2 = I (0) 2, 1 = I (0) 2,2 = Hint: Let 0 = [a ] denote the paramaters of the statistical model. ( (0) is a real-valued function of 0 as given by the joint pdf at any fixed X
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