Information matrix for a mixture of two Laplace distributions

Dongseok Choi; Saralees Nadarajah

doi:10.1007/s00362-007-0053-8

Information matrix for a mixture of two Laplace distributions

Dongseok Choi, Saralees Nadarajah

School Of Public Health

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

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 7:630-641, 2006).

Original language	English (US)
Pages (from-to)	1-12
Number of pages	12
Journal	Statistical Papers
Volume	50
Issue number	1
DOIs	https://doi.org/10.1007/s00362-007-0053-8
State	Published - Jan 2009

Keywords

Fisher information matrix
Laplace distribution
Maple
Microarray experiments
Navigation errors for aircraft position

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1007/s00362-007-0053-8

Cite this

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Information matrix for a mixture of two Laplace distributions

Abstract

Keywords

ASJC Scopus subject areas

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