Information matrix for a mixture of two Laplace distributions

Dongseok Choi, Saralees Nadarajah

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)1-12
Number of pages12
JournalStatistical Papers
Volume50
Issue number1
DOIs
StatePublished - Jan 1 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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