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Journal of Statistical Computation and Simulation

Volume 60, Issue 2, 1998

Fisher information for downton's bivariate exponential distribution

Fisher information for downton's bivariate exponential distribution

DOI:
10.1080/00949659808811877
Daoji Shia & C.D. Laib

pages 123-127

Available online: 20 Mar 2007

Abstract

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.

Keywords

 

Details

  • Citation information:
  • Available online: 20 Mar 2007

Author affiliations

  • a Department of Mathematics, Tianjin University, Tianjin, 300072, China
  • b Department of Statistics, Massey University, Palmerston North, New Zealand

Librarians

Taylor & Francis Group