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Information matrix for a mixture of two Laplace distributions.

Authors :
Dongseok Choi
Nadarajah, Saralees
Source :
Statistical Papers; Jan2009, Vol. 50 Issue 1, p1-12, 12p
Publication Year :
2009

Abstract

The Fisher information matrix for a mixture of two Laplace distributions is derived. Numerical tabulations of the matrix and a computer program are provided for practical purposes. The work is motivated by two real-life examples discussed in Hsu (Appl Stat 28:62-72, 1979) and Bhowmick et al. (Biostatistics 7:630-41, 2006). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09325026
Volume :
50
Issue :
1
Database :
Complementary Index
Journal :
Statistical Papers
Publication Type :
Academic Journal
Accession number :
35857775
Full Text :
https://doi.org/10.1007/s00362-007-0053-8