Author(s)

Mohammad Reza Kazemi, Alireza Nematollahi

Department of Statistics, College of Sciences, Shiraz University, Shiraz, Iran.
Department of Statistics, Fasa University, Fasa, Iran.

This paper deals with a direct derivation of Fisher’s information matrix for bivariate Bessel distribution of type I. Some tools for the numerical computation and some tabulations of the Fisher’s information matrix are provided.

Bessel Distribution; Fisher Information Matrix; Digamma Function

M. Kazemi and A. Nematollahi, "A Direct Derivation of the Exact Fisher Information Matrix for Bivariate Bessel Distribution of Type I," Applied Mathematics, Vol. 3 No. 3, 2012, pp. 276-282. doi: 10.4236/am.2012.33043.