Fisher information for downton's bivariate exponential distribution
Fisher information for downton's bivariate exponential distribution
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DOI：
10.1080/00949659808811877
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发表时间：
1998-03
影响因子：
1.2
通讯作者：
D. Shi;C. Lai
中科院分区：
文献类型：
--
作者：
D. Shi;C. Lai
Downton二元指数分布是Kibble二元伽马分布的特例，在寿命分析中有着重要的应用(Downton，1970)。本文给出了该分布的Fisher信息矩阵元素的显式公式。还得到了两个边际随机变量之间的相关系数ρ的不同值的数值。
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.