Fisher Information
Introduction We may measure a random variable indirectly. However, the indirect measurement is affected by the noise following a certain distribution. Thus, the measurement is represented by a random variable that follows a certain distribution. For example, we want to measure $\theta$, the temperate of the stomach, and it can be measured by measuring the mouth’s temperature $Y$. $$Y = \theta + W$$ $W$ is the noise that follows the normal distribution $N\sim(0,\sigma)$....