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Fisher information matrix for a four-parameter kappa distribution

Author

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  • Park, Jeong-Soo
  • Yoon Kim, Tae

Abstract

In this paper, the exact form of Fisher information matrix for a four-parameter kappa distribution (K4D) is determined. The K4D is so general that includes a variety of distributions as special cases. The necessary condition for the existence of Fisher information matrix is for k[not equal to]0, h[not equal to]0.

Suggested Citation

  • Park, Jeong-Soo & Yoon Kim, Tae, 2007. "Fisher information matrix for a four-parameter kappa distribution," Statistics & Probability Letters, Elsevier, vol. 77(13), pages 1459-1466, July.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:13:p:1459-1466
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    References listed on IDEAS

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    1. Balakrishnan, N. & Stepanov, A., 2006. "On the Fisher information in record data," Statistics & Probability Letters, Elsevier, vol. 76(5), pages 537-545, March.
    2. Brazauskas, Vytaras, 2002. "Fisher information matrix for the Feller-Pareto distribution," Statistics & Probability Letters, Elsevier, vol. 59(2), pages 159-167, September.
    3. Wang, Yanhua & He, Shuyuan, 2005. "Fisher information in censored data," Statistics & Probability Letters, Elsevier, vol. 73(2), pages 199-206, June.
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