Fisher Information Matrix for the Generalized Feller-Pareto Distribution

In this article, the exact form of Fisher information matrix for the generalized Feller-Pareto (GFP) distribution is determined. The GFP family is a general distribution which includes a variety of distributions as special cases. For example:

??generalized Singh-Maddala distribution which in turn includes Burr, Fisk, and Lomax distribution (see Kleiber and Kotz, 2003 Kleiber, C., Kotz, S. (2003). Statistical Size Distributions in Economics and Actuarial Sciences. Hoboken, NJ: John Wiley.Crossref] , Google Scholar]);

??a Pareto IV distribution which includes a hierarchy of Pareto models, omitted an additional location parameter (see Arnold, 1983 Arnold, B.C. (1983). Pareto Distributions. Fairland, MD: International Cooperative Publishing House. Google Scholar], 2008 Arnold, B.C. (2008). Pareto and generalized pareto distributions. In: Modeling Income Distributions and Lorenz Curves, Economic Studies in Equality, Social Exclusion and Well-Being, Chotikapanich, D. (Ed.), New York: Springer. pp. 119–145.Crossref] , Google Scholar]); and

??beta Lomax distribution which includes, for example, beta II and Lomax distributions.

Application of these distributions covers a wide spectrum of areas ranging from actuarial science, economics, finance to bioscience, telecommunications, and medicine.