In statistics and information theory, the expected formation matrix and the observed formation matrix are concepts used to quantify the uncertainty associated with parameter estimates derived from a likelihood function L ( θ ) {\displaystyle L(\theta )} . They are the matrix inverses of the Fisher information matrix and the observed information matrix, respectively.
In statistics and information theory, the expected formation matrix and the observed formation matrix are concepts used to quantify the uncertainty associated with parameter estimates derived from a likelihood function L ( θ ) {\displaystyle L(\theta )} . They are the matrix inverses of the Fisher information matrix and the observed information matrix, respectively.
Source: Wikipedia "Formation matrix" · CC BY-SA 4.0
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