Formation matrix

Template:Linkless-date 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.

These matrices appear naturally in the asymptotic expansion of the distribution of many statistics related to the likelihood ratio.

See also

Fisher information Shannon entropy