Formation matrix

In statistics and information theory, the expected formation matrix of a likelihood function $L(\theta )$ is the matrix inverse of the Fisher information matrix of $L(\theta )$, while the observed formation matrix of $L(\theta )$ is the inverse of the observed information matrix of $L(\theta )$.

Currently, no notation for dealing with formation matrices is widely used, but in Ole E. Barndorff-Nielsen and Peter McCullagh books and articles the simbol $j^{ij}$ is used to denote de element of the i-th line and j-th column of the observed formation matrix.

See also

Fisher information Shannon entropy