Introduction to Fisher information: Its origin, uses, and predictions

Abstract

This is a book on new approaches to the exploratory analysis of an unknown system. The approaches are based upon uses of Fisher information and, in particular, on a unified approach to science called EPI (extreme physical information). Both theory and applications are given. The scope of systems that can be so analyzed is quite broad, in fact encompassing all statistically based phenomena. The new approaches grow out of analyzing how these systems convey Fisher information to an observer. The result is a novel program of exploratory data analysis (EDA), whose inputs are real or gedanken data, and whose outputs are the natural laws governing the systems. Examples are the Schrodinger wave equation and the quarter-power laws of biology. © 2007 Springer-Verlag London.