Information matrices for normal and Laplace mixtures

Authors:
M. Masoom Ali;Saralees Nadarajah
Affiliations:
Department of Mathematical Sciences, Ball State University, Muncie, IN 47306, United States;Department of Statistics, University of Nebraska, 103 Miller Road, Lincoln, NE 68583, United States
Venue:
Information Sciences: an International Journal
Year:
2007

Citing 1
Cited 2

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Abstract

The Fisher information matrices (FIMs) are derived for a mixture of two Laplace distributions and a mixture of two normal distributions. The expressions for the matrices involve the Lerch function. Practical application of the results is illustrated through two published works on aircraft navigation and borehole geophysics.