Noun
Fisher information (uncountable)
(statistics) A measure of the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.
This is a biased estimator whose expectation is : An unbiased sample covariance is : The Fisher information matrix for estimating the parameters of a multivariate normal distribution has a closed form expression. Source: Internet