TITLE:
A Direct Derivation of the Exact Fisher Information Matrix for Bivariate Bessel Distribution of Type I
AUTHORS:
Mohammad Reza Kazemi, Alireza Nematollahi
KEYWORDS:
Bessel Distribution; Fisher Information Matrix; Digamma Function
JOURNAL NAME:
Applied Mathematics,
Vol.3 No.3,
March
27,
2012
ABSTRACT: 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.