A Direct Derivation of the Exact Fisher Information Matrix for Bivariate Bessel Distribution of Type I - Applied Mathematics

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AM> Vol.3 No.3, March 2012

Applied Mathematics

Volume 3, Issue 3 (March 2012)

ISSN Print: 2152-7385 ISSN Online: 2152-7393

Google-based Impact Factor: 0.83 Citations

Open Access

A Direct Derivation of the Exact Fisher Information Matrix for Bivariate Bessel Distribution of Type I

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DOI: 10.4236/am.2012.33043 4,533 Downloads 7,273 Views

Author(s)

Mohammad Reza Kazemi, Alireza Nematollahi

Affiliation(s)

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

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.

KEYWORDS

Bessel Distribution; Fisher Information Matrix; Digamma Function

Cite this paper

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.

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