What is the Fisher Information intuitively and mathematically?
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To answer this question, start by explaining Fisher Information in intuitive terms, such as how it measures the amount of information that an observable random variable carries about an unknown parameter. Then, delve into the mathematical definition, which involves the variance of the score function or the expected value of the second derivative of the log-likelihood function. Make sure you familiarize yourself with the mathematical properties and understand how it relates to the Cramér-Rao bound.
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