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A NOTE ON THE GEOMETRICAL PROPERTIES OF THE NORMAL DISTRIBUTION
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  • Journal title : Honam Mathematical Journal
  • Volume 29, Issue 1,  2007, pp.75-81
  • Publisher : The Honam Mathematical Society
  • DOI : 10.5831/HMJ.2007.29.1.075
 Title & Authors
A NOTE ON THE GEOMETRICAL PROPERTIES OF THE NORMAL DISTRIBUTION
Cho, Bong-Sik;
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 Abstract
The Fisher information matrix plays a significant role in statistical inference in connection with estimation and properties of variance of estimators. In this paper, the parameter space of the normal distribution using its Fisher's matrix is defined. The Riemannian curvature and J-divergence to parameter space are calculated.
 Keywords
Fisher information;J-divergence;
 Language
English
 Cited by
 References
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