Information matrices for Laplace and Pareto mixtures

  • Authors:

  • Saralees Nadarajah

  • Affiliations:

  • Department of Statistics, University of Nebraska-Lincoln, 103 Miller Hall, Lincoln, NE 68583, USA

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2006

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Abstract

The Fisher information matrices for a mixture of two Laplace distributions and for a mixture of two Pareto distributions are derived. Numerical tabulations of the matrices are also provided for practical purposes. The work is motivated by two real-life examples.