Fisher information is a measure of the amount of information that an observable random variable carries about an unknown parameter of a statistical model. It quantifies how much the likelihood of the data changes with respect to small changes in the parameter. In the context of Jeffreys priors, Fisher information plays a crucial role in determining the prior distribution for parameters, as it helps identify parameters that require more or less information for effective estimation.
congrats on reading the definition of Fisher Information. now let's actually learn it.