What is the Fisher information of a sequence of independent Poisson random variables?
Try the following:
1) Calculate the likelihood function based on observations $x_1,\ldots,x_n$ from $X_1,\ldots,X_n$. This is just $$ L(\lambda)=L(\lambda;(x_1,\ldots,x_n))=\prod_{i=1}^n p_i(x_i), $$ where $p_i$ denotes the probability function corresponding to $X_i$. Then calculate the loglikehood function $l(\lambda)=l(\lambda;(x_1,\ldots,x_n))=\log(L(\lambda;(x_1,\ldots,x_n)))$.
2) Differentiate twice with respect to $\lambda$ and get an expression for $$ \frac{\partial^2 l(\lambda)}{\partial \lambda^2}. $$
3) Then the Fischer information is the following $$ i(\lambda)=E\left[-\frac{\partial^2 l(\lambda;(X_1,\ldots,X_n)}{\partial \lambda^2}\right]. $$
I think the correct answer must be $\frac{n(n+1)}{2}\frac{1}{\lambda}$, but please correct me if I'm wrong.