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Fisher Information Matrix for the Generalized Feller-Pareto Distribution

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  • Mahmoud Riad Mahmoud
  • Amani Shaheen Abd El-Ghafour

Abstract

In this article, the exact form of Fisher information matrix for the generalized Feller-Pareto (GFP) distribution is determined. The GFP family is a general distribution which includes a variety of distributions as special cases. For example:• generalized Singh-Maddala distribution which in turn includes Burr, Fisk, and Lomax distribution (see Kleiber and Kotz, 2003);• a Pareto IV distribution which includes a hierarchy of Pareto models, omitted an additional location parameter (see Arnold, 1983, 2008); and• beta Lomax distribution which includes, for example, beta II and Lomax distributions.Application of these distributions covers a wide spectrum of areas ranging from actuarial science, economics, finance to bioscience, telecommunications, and medicine.

Suggested Citation

  • Mahmoud Riad Mahmoud & Amani Shaheen Abd El-Ghafour, 2015. "Fisher Information Matrix for the Generalized Feller-Pareto Distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(20), pages 4396-4407, October.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:20:p:4396-4407
    DOI: 10.1080/03610926.2013.841933
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