Fisher information for downton's bivariate exponential distribution

Downton's bivariate exponential distribution, a special case of Kibble's bivariate gamma distribution, has an important application in lifetime analysis (Downton, 1970). In the present paper, the explicit formulae for the elements of Fisher information matrix for this distribution are deri...

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Bibliographic Details
Published in:	Journal of statistical computation and simulation Vol. 60; no. 2; pp. 123 - 127
Main Authors:	Shi, Daoji, Lai, C.D.
Format:	Journal Article
Language:	English
Published:	Abingdon Gordon and Breach Science Publishers 01-03-1998 Taylor and Francis
Subjects:	Downton's bivariate exponential distribution Exact sciences and technology information matrix Mathematics modified Bessel function Multivariate analysis Probability and statistics Sciences and techniques of general use Statistics Sufficiency and information Correlation coefficient Bessel function Gamma distribution Exponential distribution Bivariate distribution Fisher information
Online Access:	Get full text
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Summary:	Downton's bivariate exponential distribution, a special case of Kibble's bivariate gamma distribution, has an important application in lifetime analysis (Downton, 1970). In the present paper, the explicit formulae for the elements of Fisher information matrix for this distribution are derived. Numerical values for these elements were also obtained for various values of ρ, the correlation coefficient between two marginal random variables.
ISSN:	0094-9655 1563-5163
DOI:	10.1080/00949659808811877