Relation between the covariance and Fisher information matrices

Abram Kagan, Zinoviy Landsman

Research output: Contribution to journalArticlepeer-review


It is proved that for any two positive definite Hermitian m×m matrices I and V subject to I≥V-1there exists an m-variate random vector X with V as its covariance matrix and I its matrix of Fisher information.

Original languageEnglish
Pages (from-to)7-13
Number of pages7
JournalStatistics and Probability Letters
Issue number1
StatePublished - 15 Mar 1999


  • Covariance
  • Fisher information matrix
  • Primary 62810

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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